Alpha Library: A high-performance rolling window calculation library implemented in Rust with Python bindings. Used for financial data analysis and factor research.
-
Updated
Feb 8, 2026 - Rust
#
factor-research
Here are 4 public repositories matching this topic...
众人的因子回测框架 stock factor test
python factor quant quantitative-finance backtest factor-investing factor-backtest factor-research behavioral-finance
-
Updated
Feb 12, 2026 - Python
📈 Implement algorithms for quantitative finance and algorithmic trading with py-alpha-lib, designed for efficient financial data analysis and rolling window calculations.
game tracking visual pandas novel keypoints jupyter-notebooks python-tutorial renpy pandas-tutorial numpy-arrays posetracking financial-data-analysis alpha-pose person-pose-estimation full-body factor-research technical-indicator-calculation
-
Updated
Feb 19, 2026
Quant event study of insider purchase signals using forward returns and equity curves.
-
Updated
Dec 12, 2025 - Python
Improve this page
Add a description, image, and links to the factor-research topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the factor-research topic, visit your repo's landing page and select "manage topics."