Data Science & Analytics
Longbridge Quant
Quantitative strategy frameworks: pairs trading/cointegration, volatility regime strategies, seasonality/calendar effects, multi-factor models (IC/IR), factor research and screening, correlation analysis, statistical methods (ADF/GARCH), strategy optimization, execution modeling, hedging, and ML-based prediction (sklearn). Also provides CLI access to run indicator scripts against K-line data. Triggers: "量化", "因子", "配对交易", "协整", "波动率策略", "季节性", "多因子", "IC", "机器学习", "对冲", "量化策略", "協整", "波動率策略", "季節性", "多因子", "對沖", "quant", "pairs trading", "cointegration", "volatility strategy", "seasonality", "multi-factor", "factor model", "IC IR", "machine learning", "hedging", "walk-forward", "配對交易", "機器學習", "因子選股"
- Publisher / source
- longbridge/skills (found on skills.sh, an awesome list)
- Upstream record
- longbridge/skills
- Version
- Version 2
- Published
- Publication review
- Approved for publication
- Content fingerprint
2ec975962de8f82009f29d2d2316b886e4cf86fa20e104ce4eac81cb32e58893