Deep Reinforcement Learning trading strategies: Double DQN with Transformer Attention + Multi-Factor Model (Fama-French inspired). Features adaptive risk management and volatility targeting.

用 Python 实现A股历史日线数据获取与清洗，复现 WorldQuant Alpha101 经典因子，实现因子评估、合成、回测全流程 Pipeline

A modular Python framework for researching and backtesting multi-factor equity strategies using classical factors (Value, Momentum, Size), Fama–MacBeth regressions, IC/IR analysis, and long–short portfolio evaluation.