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quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.

License: MIT License

Python 28.17% Jupyter Notebook 71.76% Shell 0.03% Dockerfile 0.04%
finance math portfolio quantitative-finance linux windows stock stock-market alpha

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alpha-mind's Issues

建议丰富文档~

感觉没有直接的入口或者简单的demo说明,可以加个简单的指引信息,然后才能更有效率的向李博学习啊~

作者您好,关于这个项目的几个问题

前阵子发现了这个项目,感觉做的很专业值得长期关注,我现在有几个入门问题:

  1. 似乎现在只支持 MySQL 和 postgres,可很多做量化的人的手上有大量的数据都存储在时序数据库或者 mongodb 这类能够容纳大规模数据的数据库里,不知是否计划支持?
  2. 依旧是在数据方面,我看项目里有对数据库模型的一个假设,但我的感觉是这个模型相对复杂,这就导致了使用上的困难,要么把现有数据库中的数据导入到这个模型上,但很多时候是缺失的,比方说如果做的是商品研究或者数字货币研究,就会很难fit进去,要么可以提供数据的抓取生成方案,不然入手的难度很大
  3. 不知您在开这个项目的时候和 alphalens 的定位有什么差异?专注多因子研究?那如果这样的话是否考虑在单因子方面用 alphalens 来补充和对接?比方说直接适配 alphalens 的数据模型?

最后一个建议也是疑问,项目不知道会向哪个方向发展,是提供多因子研究的一个整体框架?还是类似 alphalens 一样做为一个工具提供出来?

  1. 如果是整体框架的话可能数据生成、维护部分要完善一些,这样可以让更多人上手更快
  2. 如果是提供成工具的话可以把接口输入输出的数据格式确定一下,或者提供出一个facade,这样每个功能都可以被用户单独拎出来使用

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