Yuxuan Yan 3c58a1372e Use next-open returns for research eval

2026-06-12 18:41:18 +08:00

..

library

Add outlier-robust reversal_rank alpha and investable-universe filter

2026-06-11 17:40:28 +08:00

__init__.py

refactor: class-based alpha factory + month-partitioned data pipeline

2026-06-09 14:07:07 +08:00

base.py

refactor: class-based alpha factory + month-partitioned data pipeline

2026-06-09 14:07:07 +08:00

cli.py

Add outlier-robust reversal_rank alpha and investable-universe filter

2026-06-11 17:40:28 +08:00

compute.py

Use next-open returns for research eval

2026-06-12 18:41:18 +08:00

registry.py

refactor: class-based alpha factory + month-partitioned data pipeline

2026-06-09 14:07:07 +08:00