Gahow Wang 40ec3b828a fix: preserve NaNs in cross-sectional ranks

2026-05-14 12:53:48 +08:00

..

__init__.py

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

adaptive_momentum.py

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

base.py

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

buy_and_hold.py

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

dual_momentum.py

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

factor_combo.py

Add 32 factor-combo strategies with configurable rebalancing frequency

2026-04-08 10:41:34 +08:00

inverse_vol.py

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

mean_reversion.py

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

momentum_quality.py

fix: preserve NaNs in cross-sectional ranks

2026-05-14 12:53:48 +08:00

momentum.py

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

multi_factor.py

fix: preserve NaNs in cross-sectional ranks

2026-05-14 12:53:48 +08:00

recovery_momentum.py

fix: preserve NaNs in cross-sectional ranks

2026-05-14 12:53:48 +08:00

trend_following.py

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00