# Factor Mining & Quantitative Analysis Landscape

## Open-Source Projects

### Wrigggy/quant-factor-mining ⭐ (Primary)
- **URL**: https://github.com/Wrigggy/quant-factor-mining
- **Installed**: `~/.hermes/skills/trading/quant-factor-mining`
- **Features**: Walk-forward validation, Alphalens evaluation, CVXPY optimization, Streamlit dashboard
- **Factors**: Momentum (252d/21d skip), Mean Reversion (21d), Low Volatility (63d)
- **Data**: LongPort integration via `src/qfm/data/longport_fetch.py`

### Yitong-Guo/Genetic-Algorithm-for-quantitative-alpha-factors-mining ⭐35
- **URL**: https://github.com/Yitong-Guo/Genetic-Algorithm-for-quantitative-alpha-factors-mining
- **Method**: Genetic algorithm for alpha factor discovery

### LinChengHao3606307/AlphaMining ⭐10
- **URL**: https://github.com/LinChengHao3606307/AlphaMining
- **Method**: Reinforcement learning, 5 neural network architectures

### IIcodehub/GP-Alpha-Miner ⭐7
- **URL**: https://github.com/IIcodehub/GP-Alpha-Miner-GPU-Accelerated-Genetic-Programming-Framework
- **Method**: GPU-accelerated genetic programming

## Python Libraries

| Library | Purpose | Install |
|---------|---------|---------|
| alphalens-reloaded | Factor evaluation & tearsheet | `pip install alphalens-reloaded` |
| cvxpy | Portfolio optimization | `pip install cvxpy` |
| pyportfolioopt | Mean-variance optimization | `pip install pyportfolioopt` |
| zipline-reloaded | Event-driven backtesting | `pip install zipline-reloaded` |
| vectorbt | Vectorized backtesting | `pip install vectorbt` |
| optuna | Hyperparameter optimization | `pip install optuna` |
| backtrader | Strategy backtesting | `pip install backtrader` |

## LongPort Factor Data

| Data Point | API | Field |
|-----------|-----|-------|
| PE TTM | calc_indexes | PeTtmRatio |
| PB | calc_indexes | PbRatio |
| Dividend Yield | calc_indexes | DividendRatioTtm |
| Market Cap | calc_indexes | TotalMarketValue |
| Turnover Rate | calc_indexes | TurnoverRate |
| Volume Ratio | calc_indexes | VolumeRatio |
| Change Rate | calc_indexes | ChangeRate |
| EPS TTM | static_info | eps_ttm |
| BPS | static_info | bps |
| K-line History | history_candlesticks_by_offset | OHLCV |

## Factor Analysis Timing (User: UTC+8 Beijing)

| Market | Analysis Time (Beijing) | Cron (EDT) | Reason |
|--------|------------------------|------------|--------|
| HK/A-share | 17:00 daily | `0 5 * * 1-5` | 1hr after HK close |
| US | 20:30 daily | `30 8 * * 1-5` | Pre-market signal |
| Weekly | Fri 21:00 | `0 21 * * 5` | Weekend summary |
