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alpha-research

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Cross-sectional Transformer and FFN for stock return prediction and alpha generation. Implements GKX (2020) NN5 replication and MSRR loss (Kelly et al. 2025) for direct portfolio Sharpe optimization. Avg SDF Sharpe 2.05, significant alpha (t=5.34) unexplained by FF5+Momentum.

  • Updated Apr 13, 2026
  • Python

A 股投研系统:多专家协同研判 · 因子研究闭环(截面因子 · 因子实验室 · 组合回测)· 策略回测(DSR/CSCV 防过拟合)· 估值建模 · 港美股行情 · 模拟盘 · 多数据源(东财/Tushare/Baostock)· 合规审计与 OpenAPI

  • Updated Sep 14, 2026
  • TypeScript

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