松鼠Quant

@ssquant

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组织

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Forks 暂停/关闭的

    Quantskills / awesome-quantskills

    只读镜像,源仓库:https://github.com/quantskills/awesome-quantskills。提交与反馈请前往 GitHub。 Verified Shadow-selected quantitative Skills and Agents from the Quantskills Registry

    Quantskills / skill-klarman-special-situations

    只读镜像,源仓库:https://github.com/quantskills/skill-klarman-special-situations。提交与反馈请前往 GitHub。 基于克拉曼特殊情况投资框架的 A 股事件驱动研究 Skill,覆盖定增解禁、重组借壳、分拆上市与困境反转;强调证据核验、失败价值与风险边界。

    Quantskills / skill-xingtai-catcher

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

    Quantskills / skill-walk-forward-validator

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

    Quantskills / skill-time-series-analysis

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

    Quantskills / skill-us-sector-rotation

    只读镜像,源仓库:https://github.com/quantskills/skill-us-sector-rotation。提交与反馈请前往 GitHub。 Community Draft: US equity sector return, valuation, and rotation research monitor.

    Quantskills / skill-us-sec-edgar-harvester

    只读镜像,源仓库:https://github.com/quantskills/skill-us-sec-edgar-harvester。提交与反馈请前往 GitHub。 Harvest and structure US SEC EDGAR public filings into a deduplicated, sourced, time-lined dataset.

    Quantskills / skill-transaction-cost-calibration

    只读镜像,源仓库:https://github.com/quantskills/skill-transaction-cost-calibration。提交与反馈请前往 GitHub。 skill基于成交、历史盘口或 OHLCV 校准手续费、点差、滑点和参与率冲击成本,区别于已有的组合流动性压力测试

    Quantskills / skill-transaction-cost-analysis

    只读镜像,源仓库:https://github.com/quantskills/skill-transaction-cost-analysis。提交与反馈请前往 GitHub。 交易成本分析(TCA):implementation shortfall 五项分解 + VWAP/TWAP/arrival 对标

    Quantskills / skill-template

    只读镜像,源仓库:https://github.com/quantskills/skill-template。提交与反馈请前往 GitHub。 Template repository for QUANTSKILLS skill-* projects.

    Quantskills / skill-survivorship-universe-auditor

    只读镜像,源仓库:https://github.com/quantskills/skill-survivorship-universe-auditor。提交与反馈请前往 GitHub。 Audit point-in-time universe membership, security lifecycles, stable identities, and missing delisting returns before backtesting.

    Quantskills / skill-strategy-tearsheet-report

    只读镜像,源仓库:https://github.com/quantskills/skill-strategy-tearsheet-report。提交与反馈请前往 GitHub。 策略绩效 tearsheet:全套风险调整指标 + 自包含 HTML 看板

    Quantskills / skill-strategy-capacity-tca

    只读镜像,源仓库:https://github.com/quantskills/skill-strategy-capacity-tca。提交与反馈请前往 GitHub。 Strategy capacity and TCA: ADV participation, square-root impact, capacity curve. Estimates only.

    Quantskills / skill-stock-score

    只读镜像,源仓库:https://github.com/quantskills/skill-stock-score。提交与反馈请前往 GitHub。 面向沪深京 A 股的基本面评分工具,支持个股评分和行业 TOP10 排名,从五个维度综合分析股票表现。

    Quantskills / skill-stock-screener

    只读镜像,源仓库:https://github.com/quantskills/skill-stock-screener。提交与反馈请前往 GitHub。 Natural-language A-share stock screening skill backed by Pandadata evidence.

    Quantskills / skill-ssquant-trader-generator

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

    Quantskills / skill-statistical-arbitrage-time-series

    只读镜像,源仓库:https://github.com/quantskills/skill-statistical-arbitrage-time-series。提交与反馈请前往 GitHub。 统计套利与时间序列建模 Generate a sourced, reproducible statistical-arbitrage research dossier from a candidate pair, basket, or asset universe, covering data pre

    Quantskills / skill-ssquant-ai-trader

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

    Quantskills / skill-smart-money-profiler

    只读镜像,源仓库:https://github.com/quantskills/skill-smart-money-profiler。提交与反馈请前往 GitHub。 A-share smart-money profiling skill for LHB seat identity, northbound behavior, and multi-source capital consensus or divergence.

    Quantskills / skill-simons-pairs-trading

    只读镜像,源仓库:https://github.com/quantskills/skill-simons-pairs-trading。提交与反馈请前往 GitHub。 面向 A 股市场的统计套利配对交易研究工具,支持同行业配对、协整筛选、滚动检验、PCA 去共线与执行约束。

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