factor-research

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众人的因子回测框架 stock factor test

An Agentic AI Framework for Empirical Research in Quantitative Finance

Quant event study of insider purchase signals using forward returns and equity curves.

python sql backtesting event-study insider-trading factor-research forward-returns

ARCHIVED: consolidated into active governed analytics and regulated workflow repositories.

quant execution risk-model fastapi factor-research

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