backtest
01Command
Combine factors into a composite signal and quintile-backtest it.
105 15d ago A 12 tokens
original MIT
105Stars on the repository
29Mods indexed here, across every type
15d agoLast push, which is what freshness is scored on
MITLicence, which decides whether bodies are shown
benchmark
02Command
Run a FactorMiner benchmark — Table 1, ablation, cost pressure, or suite.
105 15d ago A 18 tokens
original MIT
evaluate
03Command
Evaluate a factor library's out-of-sample IC, ICIR, and decay.
105 15d ago A 16 tokens
original MIT
mine
04Command
Mine a new alpha-factor library from a market dataset.
105 15d ago A 10 tokens
original MIT
report
05Command
Generate a research note, plots, and exports from a finished run.
105 15d ago A 13 tokens
original MIT
screen
06Command
Rank a factor library and return the strongest signals.
105 15d ago A 9 tokens
original MIT
Command
Validate or fetch a market dataset before mining.
105 15d ago A 8 tokens
original MIT