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
58 lines
2.5 KiB
Markdown
58 lines
2.5 KiB
Markdown
# Factor Mining & Quantitative Analysis Landscape
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## Open-Source Projects
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### Wrigggy/quant-factor-mining ⭐ (Primary)
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- **URL**: https://github.com/Wrigggy/quant-factor-mining
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- **Installed**: `~/.hermes/skills/trading/quant-factor-mining`
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- **Features**: Walk-forward validation, Alphalens evaluation, CVXPY optimization, Streamlit dashboard
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- **Factors**: Momentum (252d/21d skip), Mean Reversion (21d), Low Volatility (63d)
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- **Data**: LongPort integration via `src/qfm/data/longport_fetch.py`
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### Yitong-Guo/Genetic-Algorithm-for-quantitative-alpha-factors-mining ⭐35
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- **URL**: https://github.com/Yitong-Guo/Genetic-Algorithm-for-quantitative-alpha-factors-mining
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- **Method**: Genetic algorithm for alpha factor discovery
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### LinChengHao3606307/AlphaMining ⭐10
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- **URL**: https://github.com/LinChengHao3606307/AlphaMining
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- **Method**: Reinforcement learning, 5 neural network architectures
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### IIcodehub/GP-Alpha-Miner ⭐7
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- **URL**: https://github.com/IIcodehub/GP-Alpha-Miner-GPU-Accelerated-Genetic-Programming-Framework
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- **Method**: GPU-accelerated genetic programming
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## Python Libraries
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| Library | Purpose | Install |
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|---------|---------|---------|
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| alphalens-reloaded | Factor evaluation & tearsheet | `pip install alphalens-reloaded` |
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| cvxpy | Portfolio optimization | `pip install cvxpy` |
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| pyportfolioopt | Mean-variance optimization | `pip install pyportfolioopt` |
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| zipline-reloaded | Event-driven backtesting | `pip install zipline-reloaded` |
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| vectorbt | Vectorized backtesting | `pip install vectorbt` |
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| optuna | Hyperparameter optimization | `pip install optuna` |
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| backtrader | Strategy backtesting | `pip install backtrader` |
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## LongPort Factor Data
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| Data Point | API | Field |
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|-----------|-----|-------|
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| PE TTM | calc_indexes | PeTtmRatio |
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| PB | calc_indexes | PbRatio |
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| Dividend Yield | calc_indexes | DividendRatioTtm |
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| Market Cap | calc_indexes | TotalMarketValue |
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| Turnover Rate | calc_indexes | TurnoverRate |
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| Volume Ratio | calc_indexes | VolumeRatio |
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| Change Rate | calc_indexes | ChangeRate |
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| EPS TTM | static_info | eps_ttm |
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| BPS | static_info | bps |
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| K-line History | history_candlesticks_by_offset | OHLCV |
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## Factor Analysis Timing (User: UTC+8 Beijing)
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| Market | Analysis Time (Beijing) | Cron (EDT) | Reason |
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|--------|------------------------|------------|--------|
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| HK/A-share | 17:00 daily | `0 5 * * 1-5` | 1hr after HK close |
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| US | 20:30 daily | `30 8 * * 1-5` | Pre-market signal |
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| Weekly | Fri 21:00 | `0 21 * * 5` | Weekend summary |
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