Factor Investing Python Packages

investdaytip

Multi-factor scoring and research tool for long-term stocks & ETFs — US, European, Asian and superinvestor-consensus (SEC 13F) universes from public market data. Decision support, not investment advice.

stock-analysis-plugin

Multi-market stock analysis, screening & backtesting plugin for AI agents — 39 tools + 20 strategy skills across A/HK/US/JP/KR/TW markets, works with Pi Agent, Hermes, OpenClaw & Deepseek Harness

pure-ocean-breeze

众人的因子回测框架 stock factor test

factrix

Generalized factor evaluation toolkit for trading strategy development

lacuna-quant

Open-source quantitative research validation for finding where alpha breaks.

alphafade

Is my trading signal dying? Calendar-time alpha decay, half-lives, structural breaks, publication effects, and crowding (comomentum) for Python.

factorweave

Public tooling for the Factor Weave quant-factor data API — Python SDK (pip install factorweave) + Google Sheets add-on + integration recipes.

brain-decorrelator

7 pip-installable Python libraries for WorldQuant BRAIN alpha discovery, orthogonal decorrelation, and tri-factor meta-synthesis

brain-synthesis

7 pip-installable Python libraries for WorldQuant BRAIN alpha discovery, orthogonal decorrelation, and tri-factor meta-synthesis

lacuna-options

Open-source quantitative research validation for finding where alpha breaks.

mlquantx

PyTorch ML quant research: 213 factors, bias correction, portfolio optimization, backtesting, and System-One/Jev-style decisions.

perception-xalpha-lite

Backtest overfitting audit for factor research: probability of backtest overfitting (PBO), deflated Sharpe ratio, point-in-time data, purged walk-forward. Searches published factor libraries and reports what actually survived costs.