松鼠Quant

@ssquant

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组织

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Forks 暂停/关闭的

    Quantskills / skill-derivatives-pricing-stochastic-calculus

    只读镜像,源仓库:https://github.com/quantskills/skill-derivatives-pricing-stochastic-calculus。提交与反馈请前往 GitHub。 衍生品定价与随机微积分 Price options and other derivatives and quantify their risk from a contract specification and market inputs, covering Black-Scholes-M

    Quantskills / skill-csrc-approval-pipeline

    只读镜像,源仓库:https://github.com/quantskills/skill-csrc-approval-pipeline。提交与反馈请前往 GitHub。

    Quantskills / skill-cross-listing-parity

    只读镜像,源仓库:https://github.com/quantskills/skill-cross-listing-parity。提交与反馈请前往 GitHub。 Community Draft: A/H and China ADR cross-listing parity research monitor.

    Quantskills / skill-corporate-action-adjustment-auditor

    只读镜像,源仓库:https://github.com/quantskills/skill-corporate-action-adjustment-auditor。提交与反馈请前往 GitHub。 Audit split and cash-dividend consistency across raw and adjusted equity prices before research or backtesting.

    Quantskills / skill-concept-rotation-monitor

    只读镜像,源仓库:https://github.com/quantskills/skill-concept-rotation-monitor。提交与反馈请前往 GitHub。 Community Draft: A-share concept and theme momentum, breadth, and rotation monitor.

    Quantskills / skill-commodity-carry-cta

    只读镜像,源仓库:https://github.com/quantskills/skill-commodity-carry-cta。提交与反馈请前往 GitHub。 商品期货横截面 CTA 因子库:carry/时序动量/横截面动量/基差动量/库存,主连接续 + 多空品种轮动回测

    Quantskills / skill-capital-flow-crowding-monitor

    只读镜像,源仓库:https://github.com/quantskills/skill-capital-flow-crowding-monitor。提交与反馈请前往 GitHub。 跨市场资金面/拥挤监测:融资融券+北向持股+大宗交易三源聚合,一致性/背离信号 + 拥挤度历史分位

    Quantskills / skill-calendar-anomaly-scanner

    只读镜像,源仓库:https://github.com/quantskills/skill-calendar-anomaly-scanner。提交与反馈请前往 GitHub。

    Quantskills / skill-buyback-monitor

    只读镜像,源仓库:https://github.com/quantskills/skill-buyback-monitor。提交与反馈请前往 GitHub。 Community Draft: A-share buyback lifecycle, purpose, and intensity research monitor.

    Quantskills / skill-buffett-moat-screener--lavineversion

    只读镜像,源仓库:https://github.com/quantskills/skill-buffett-moat-screener--lavineversion。提交与反馈请前往 GitHub。

    Quantskills / skill-brinson-performance-attribution

    只读镜像,源仓库:https://github.com/quantskills/skill-brinson-performance-attribution。提交与反馈请前往 GitHub。 Brinson-Fachler / BHB 归因 + Carino 多期链接

    Quantskills / skill-backtesting-bias-avoidance

    只读镜像,源仓库:https://github.com/quantskills/skill-backtesting-bias-avoidance。提交与反馈请前往 GitHub。 回测引擎构建与偏差规避Build a correct, look-ahead-free backtest and audit a strategy for the biases that make backtests lie — look-ahead bias, survivorship bias, overfit

    Quantskills / skill-block-trade-radar

    只读镜像,源仓库:https://github.com/quantskills/skill-block-trade-radar。提交与反馈请前往 GitHub。 A-share block-trade discount/premium radar skill

    Quantskills / skill-backtest-overfit

    只读镜像,源仓库:https://github.com/quantskills/skill-backtest-overfit。提交与反馈请前往 GitHub。 Detect backtest overfitting & multiple testing: Deflated Sharpe Ratio, PBO (CSCV), purged/embargoed CV, Harvey-Liu haircut. Research/education only, not investment advice

    Quantskills / skill-backtest

    只读镜像,源仓库:https://github.com/quantskills/skill-backtest。提交与反馈请前往 GitHub。

    Quantskills / skill-b12-intraday-position-manager

    只读镜像,源仓库:https://github.com/quantskills/skill-b12-intraday-position-manager。提交与反馈请前往 GitHub。 日内仓位动态管理 — panda-trading BUILD 技能

    Quantskills / skill-audit-opinion-scanner

    只读镜像,源仓库:https://github.com/quantskills/skill-audit-opinion-scanner。提交与反馈请前往 GitHub。 从审计意见、财务报表、行业对标三个维度对 A 股做全面财务健康评估。涵盖审计意见扫描、25项财务科目缓存、15项比率计算、行业分类对标、5维快速评分、8段深度分析、综合风险检测。

    Quantskills / skill-b11-auto-stop-loss-take-profit

    只读镜像,源仓库:https://github.com/quantskills/skill-b11-auto-stop-loss-take-profit。提交与反馈请前往 GitHub。 按入场日期和开盘价自动判断止盈、止损、强平,以及单票仓位上限控制。

    Quantskills / skill-alpha-ncav-graham

    只读镜像,源仓库:https://github.com/quantskills/skill-alpha-ncav-graham。提交与反馈请前往 GitHub。 Graham NCAV 净流动资产折价因子技能。A股深度价值筛选,排除金融股,计算 NCAV 折价并生成 buy/sell/hold 信号。

    Quantskills / skill-alpha-f8-family-main-divergence

    只读镜像,源仓库:https://github.com/quantskills/skill-alpha-f8-family-main-divergence。提交与反馈请前往 GitHub。 alpha-f8-family-main-divergence

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