alphalens 开源项目推荐（12 个）

popbo /alphas

alpha101, alpha191, alphalens, backtrader, 量化研究

zer0quant /zer0factor

面向 A 股本地数据的 AI 因子研究工作台：因子生成、存储、注册、评估与报告。

etccapital /MultiFactor

Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.

purvasingh96 /StockGram-Intelligent-Portfolio-Manager

📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)

yinxiuqu /alphalens-cna

中国 A 股因子研究工具链 —— alphalens 的替代品：六道防线 / 推断层 / 数据体检 / A 股成交规则

cloudQuant /fincore

Quantitative performance & risk analytics: 150+ financial metrics, portfolio optimization, Monte Carlo simulation, and attribution — the actively maintained successor to empyrical, pyfolio, and alphalens.

xingwudao /ferric-alpha

Rust + Polars factor analysis inspired by alphalens, with Python bindings and native tear-sheet reports

StockGram /Intelligent-Portfolio-Manager

📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)

zk-quantum /alphalens-factor-analysis

🔬 Professional quantitative factor analysis framework built on Alphalens methodology - comprehensive IC analysis, factor evaluation, and performance attribution with visualization tools

dazhili398-debug /Momentum-Factor-Research

Momentum factor research using Alphalens and Yahoo Finance

Rakeshks7 /systematic-quality-factor-engine

A production-grade systematic equity pipeline for harvesting the Quality risk premium, featuring Fama-French 5-factor validation, cross-sectional Z-scoring, and strict look-ahead bias mitigation.

cloudQuant /alphalens_cpp

该项目在 GitHub 上没有填写描述