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Author:
Yimin Du
Summary:
Reference implementation of ‘ML-Enhanced Multi-Factor Quantitative Trading’ (arXiv:2507.07107).
Latest version:
0.4.1
Required dependencies:
click
|
cvxpy
|
numpy
|
pandas
|
pyyaml
|
rich
|
scikit-learn
|
scipy
|
scs
|
torch
|
tqdm
Optional dependencies:
akshare
|
baostock
|
cupy-cuda12x
|
ecos
|
hypothesis
|
mlquantx
|
mosek
|
mypy
|
pytest
|
pytest-cov
|
ruff
|
yfinance
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