Hermes Skills Manager
6770bc9b9d
- Trading skills (OKX, dividend, lottery, quantitative) - Creative skills (ASCII art, diagrams, video) - Development skills (GitHub, debugging, TDD) - Research skills (arXiv, blog monitoring) - Productivity skills (email, documents, notes) - MCP integration skills - Custom user skills
2.5 KiB
2.5 KiB
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 |