Explainable
Define the hypothesis, inputs, and outputs before discussing performance.
INDEPENDENT QUANT RESEARCH INFRASTRUCTURE
Turning factor ideas intoan explainable, reproducible research system.
An evolving quant research project spanning point-in-time data, factor validation, portfolio targets, local RQAlpha execution, market constraints, and evidence preservation. Momentum is the first case study; the research infrastructure is the long-term product.
RESEARCH PORTAL
One system, multiple research branches designed to scale.
Each factor, strategy, and release has its own entry point, so future research can be added without rebuilding the portfolio.
01
Factor Library
Hypotheses, formulas, inputs, validation methods, implementation, and limitations.
1 researched factor ↗02Strategy Lab
Portfolio construction, rebalance rules, execution lag, and target weights.
1 strategy baseline ↗03Research System
Clear contracts across data, research, signals, execution, storage, and reporting.
End-to-end loop complete ↗04Release Notes
Symptoms, root causes, repair decisions, verification evidence, and lessons learned.
2 major milestones ↗05Research Reports
Traceable backtest evidence, dataset scale, and explicit research boundaries.
Generated from real CSVs ↗06Project Roadmap
All A–R tasks and statuses synchronized from the bilingual README files.
286 long-term tasks ↗RESEARCH STANDARD
What makes a research result worth keeping
Reproducible
Preserve configuration, weights, trades, positions, and results—not only a chart.
Auditable
Treat failed orders, look-ahead risk, dynamic membership, and costs as research boundaries.
No overclaiming
Separate verified, in-progress, and planned work; a research prototype is not a production platform.
LATEST MILESTONES
Two recent milestones
v0.1.1
VERIFIED
↗v0.2.0-devExecution reliability repair
Separated target weights from filled positions and retained retryable rejections instead of marking requests as complete.
DATA COMPLETE
↗20-year dynamic-universe foundation
Built historical membership, suspension, ST, listing-age, price-availability, and final eligibility masks.