Longbridge Quant
by longbridge03c5fde151fbMIT64 starsListed Oct 8, 2026Updated Oct 8, 2026Repository updated 6 weeks ago
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"
Only the file list is public. File contents are available once the skill is installed in a workspace.
| Path | Size | Type |
|---|---|---|
| references/correlation.md | 3.6 KB | text/markdown |
| references/execution-model.md | 3 KB | text/markdown |
| references/factor-research.md | 4.6 KB | text/markdown |
| references/factor-screen.md | 6 KB | text/markdown |
| references/hedging.md | 5.9 KB | text/markdown |
| references/ml-strategy.md | 4.5 KB | text/markdown |
| references/multifactor.md | 4.2 KB | text/markdown |
| references/pairs-trading.md | 4.1 KB | text/markdown |
| references/quant-cli.md | 5.1 KB | text/markdown |
| references/quant-stats.md | 6.4 KB | text/markdown |
| references/seasonality.md | 3.5 KB | text/markdown |
| references/strategy-optimizer.md | 3.1 KB | text/markdown |
| references/volatility-strategy.md | 4 KB | text/markdown |
| SKILL.md | 6.5 KB | text/markdown |
Source and attribution
Source:longbridge/skillsinskills/longbridge-quantat commit03c5fde
License: MIT
Content belongs to its original authors. SourceWeft indexes it from a public repository.
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