wukan1986/AlphaInspect

A Self-Evolving Agent with Skills and Experience Memory for Financial Alpha Discovery

Multi-factor equity risk model with classic factors, semantic LLM exposures, and residual factor discovery.

Agent-driven alpha factory — LLM autonomously designs, backtests, and submits factors to WorldQuant BRAIN

Time series and portfolio analytics for quantitative finance.

Standardized, transparent investment performance analytics without metric cherry-picking.

QuantaAlpha transforms how you discover quantitative alpha factors by combining LLM intelligence with evolutionary strategies. Just describe your research direction, and watch as factors are automatically mined, evolved, and validated through self-evolving trajectories.

面向基本面因子研究的智能体-A hypothesis-driven AI agent for fundamental factor research, with evidence-gated validation and research memory.

Portfolio analytics for quants, written in Python