point-in-time-data

Finathink — Financial Research Optimizer for auditable, point-in-time research, mathematical learning, and constrained portfolio analysis.

AI agent plugins & managed-agent templates for China A-share market research and financial modeling, powered by Tushare. Research workflows and valuation tools for professional analyst review—not investment advice. | 面向中国 A 股市场的 AI 智能体插件与管理代理模板，基于 Tushare 数据驱动，提供行业研究与财务建模工具链。所有输出仅供专业分析师审阅参考，不构成任何投资建议。

Open-source Japanese equity quant research stack for J-Quants/local data, factor & ML research, backtesting, portfolio/risk, paper simulation and MCP agents.

Point-in-time option-chain containers, feed normalisation, reconstruction, and queries for quantitative research

Versioned single-factor research across A-shares, US equities, US ETFs and digital assets.

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

Systematic signal refinement framework using point-in-time data, triple-barrier labeling, calibrated ML models, and probability-aware portfolio construction.

Desafio Quant AI Itaú Asset 2026 - SERIEMA. Estratégia long/short cross-seccional de ações do agro na B3 dirigida por choque climático point-in-time. Rodada única selada: houve sinal e P&L fora da amostra, não houve evidência de alpha.

Codex skill for point-in-time equity research with deterministic factor scoring, conditional trade plans, risk controls, backtesting, and visual decision dashboards.

PIT-safe A-share premarket research workspace with governed data, immutable evidence, risk diagnostics, and a read-only FastAPI/Next.js UI.

Open-source point-in-time financial-system replay toolkit with evidence-bound offline scenarios.

Point-in-time US equity research system for leakage-safe walk-forward ML validation, model-risk diagnostics, and failure attribution.

中证500多因子指数增强策略研究框架：Spec 驱动的不可变实验管理、严格 PIT 数据、训练/验证/测试集三段隔离，验证期 IR 2.150（仅供学习研究，非投资建议）

Auditable multi-asset quantitative research engine with point-in-time data, walk-forward validation, trial accounting, execution simulation, and reproducible evidence.

Temporal data-leakage linter, point-in-time guard, and dataset contracts for Python/Jupyter.

Frozen, source-dated SEC filing comparisons across six AI-infrastructure issuers.

Data availability and measured alpha in cross-sectional equity signals. 53 markets, 1995-2024, WRDS.

Point-in-time equity factor research combining price momentum and cash-flow quality with frozen holdout testing and leakage controls.

Public-data U.S. equity research on point-in-time factors, asset pricing, portfolio construction, transaction costs, and walk-forward machine learning.

Point-in-time Python equity research pipeline for replicating and extending Kim et al. (2021) Arbitrage Portfolios, with a runnable synthetic-data demo.