Quantitative financeProject record · Sep 2026

Quantitative Finance & Markets

A-share factor replication and evaluation

Asset-pricing factor replication, index-enhancement experiments, and related upstream data infrastructure.

PythonTushareAsset pricingFactor modelsPIT universesStatistical inferenceC++HDF5Market-data ingestion
Why it sits here. Placed by the scope of implementation, the available contribution evidence, and the distinct technical capability it demonstrates.
06 / Two sides. One uncertain future.STUDY IN SPACE

01 / IMPLEMENTATION & CONTRIBUTION

What the work involves

Local factor implementations and evaluation harnesses adapt published predictor definitions to A-share availability and trading constraints. Hikyuu remains upstream infrastructure with a scoped local import change.

Technical depth

Announcement-date availability, monthly universes, market-specific tradability, factor preprocessing, cross-sectional neutralization, factor aggregation, portfolio formation and robust inference.

The project family

A_Share/openassetpricingA_Share/factorResearch/paper1A_Share/factorResearch-researchA_Share/hikyuu

02 / RESULTS

What came out of it

The OpenAP harness covers a documented library of 212 predictor definitions, alongside ingestion, factor evaluation, and portfolio-formation workflows. Library scope is not a successful-factor count.

03 / SUPPORTING EVIDENCE

Follow the source

Implementation notes, project records, and supporting artifacts.

Source context & project scope

212 is the OpenAP library scope, not a verified successful-factor count. No profitable factor discovery, exact reproduction of every definition or Hikyuu authorship/release/adoption claim.

Upstream OpenSourceAP replication scope, universe rules and announcement-time convention.

SOURCE · 2026-09-17

Tushare factor calculation, processing, combination and index-enhancement evaluation pipeline.

SOURCE · 2026-09-17

Related copy with the same pipeline scope; avoid duplicate accomplishments.

SOURCE · 2026-09-17

Upstream framework documentation.

SOURCE · 2026-09-17

Only tracked local modification identified in Git status.

SOURCE · 2026-09-17
CONTINUE IN QUANTITATIVE FINANCE & MARKETS

A-share reversal with executable constraints