quantgpt

Name: quantgpt
Author: miasyster

bymiasyster· 1 MCP server

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419

Forks

112

How to install quantgpt?

miasyster/quantgpt

$git clone https://github.com/miasyster/quantgpt

Installs into the current project.

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Install & use

Install quantgpt by running `git clone https://github.com/miasyster/quantgpt`, then use it for the current task and follow its documentation at https://github.com/miasyster/quantgpt.

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README.md

1	<div align="center">
2
3	# QuantGPT
4
5	Agent-Driven Factor Research Engine — Autonomous Mining, Independent Validation on [QuantGPT Cloud](https://quant-gpt.com)
6
7	LLM Agent 自治因子挖矿 → 批量回测 → 多维评分 → 反过拟合验证 → [QuantGPT Cloud](https://quant-gpt.com) 独立验证 + 样本外跟踪 \| 全程零人工干预
8
9	[![CI](https://github.com/Miasyster/quantgpt/actions/workflows/ci.yml/badge.svg)](https://github.com/Miasyster/quantgpt/actions/workflows/ci.yml)
10	[![Python](https://img.shields.io/badge/Python-3.10+-3776AB?logo=python&logoColor=white)](https://python.org)
11	[![FastAPI](https://img.shields.io/badge/FastAPI-0.110+-009688?logo=fastapi&logoColor=white)](https://fastapi.tiangolo.com)
12	[![React](https://img.shields.io/badge/React_18-TypeScript-61DAFB?logo=react&logoColor=white)](https://react.dev)
13	[![License](https://img.shields.io/badge/License-MIT-green.svg)](LICENSE)
14
15	[Quick Start](docs/QUICKSTART.md) ·
16	[Architecture](docs/ARCHITECTURE.md) ·
17	[API Docs](docs/API_DOC.md) ·
18	[MCP Guide](docs/MCP_GUIDE.md) ·
19	[Factor Mining](docs/FACTOR_MINING.md) ·
20	[Roadmap](ROADMAP.md) ·
21	[Contributing](CONTRIBUTING.md)
22
23	WeChat / 微信交流群: Add `quantgpt_ai` on WeChat to join the community
24
25	<a href="https://star-history.com/#Miasyster/QuantGPT&Date">
26	<img src="docs/images/star-history.png" width="600" alt="Star History Chart" />
27	</a>
28
29	</div>
30
31	---
32
33	## What Is QuantGPT
34
35	QuantGPT is an agent-driven factor research engine — not a backtest library, not a chatbot wrapper. It gives an LLM Agent (Claude, via MCP) a complete toolkit to autonomously discover, evaluate, iterate, and validate alpha factors, with zero human intervention per research cycle. Factors that pass local validation are automatically uploaded to [QuantGPT Cloud](https://quant-gpt.com) for independent verification and out-of-sample tracking — ensuring research results are reproducible and auditable.
36
37	The core architecture:
38
39	```
40	LLM Agent (Claude Code / Claude Desktop)
41	│
42	├── MCP Tools (15 个) ← Agent 的工具箱
43	│ ├── run_backtest ← 全市场分组回测
44	│ ├── score_factor ← 0-100 综合评分
45	│ ├── diagnose_factor ← 失败模式诊断
46	│ ├── run_anti_overfit ← 4 项反过拟合检验
47	│ ├── run_rolling_validation ← Walk-forward 验证
48	│ ├── validate_expression ← 语法校验
49	│ ├── list_operators ← 60+ 算子文档
50	│ ├── list_universes ← 股票池和基准
51	│ ├── wq_brain_submit ← WQ BRAIN 单因子提交
52	│ ├── wq_brain_batch_submit ← 批量参数扫描提交
53	│ ├── wq_brain_submit_by_ids ← 按 ID 提交
54	│ ├── wq_brain_list_alphas ← 查询已提交 alpha
55	│ ├── wq_brain_check_alphas ← 检查 alpha 状态
56	│ └── wq_brain_finalize_submissions ← 最终提交确认
57	│
58	├── QuantGPT Cloud ← 独立验证平台 (quant-gpt.com)
59	│ ├── A 级因子自动上传
60	│ ├── 独立 IC/IR/Turnover 验证
61	│ ├── 样本外实时跟踪
62	│ ├── 因子去重（Self-Correlation 检测）
63	│ └── 公开可审计的研究记录
64	│
65	├── Evolution Engine ← 因子进化引擎
66	│ ├── MutationEngine (8 方向突变)
67	│ ├── CrossoverEngine (高分因子交叉)
68	│ ├── MetaEvolutionSelector (自适应策略)
69	│ └── TrajectoryAnalyzer (轨迹分析)
70	│
71	├── WQ BRAIN Integration ← WorldQuant 直连（可选）
72	│ ├── Dollar-neutral 模拟
73	│ └── 一键正式提交
74	│
75	└── Knowledge Base ← 跨会话知识积累
76	├── rules/ (已验证规则)
77	├── findings/ (经验发现)
78	└── failures/ (已证伪路径)
79	```
80
81	### How It Differs from "AI Backtest Tools"
82
83	传统工具（包括 ChatGPT + 回测库）的模式是：人类想因子 → 工具跑回测 → 人类看结果。Agent 是执行者，人类是决策者。
84
85	QuantGPT 的模式是：人类定义目标 → Agent 自治研究 → 人类审阅产出。Agent 是研究者，人类是审阅者。
86
87	这不是接口层的区别（自然语言 vs. 代码），而是决策权的区别。Agent 自主决定：探索哪个方向、生成什么表达式、评估哪些指标、何时迭代、何时放弃、何时提交。
88
89	### Production Track Record
90
91	\| Metric \| Value \|
92	\|:-------\|:------\|
93	\| 累计回测任务 \| 370+ \|
94	\| 单轮迭代（8 候选因子） \| ~15 分钟 \|
95	\| 表达式算子 \| 60+（含非线性、三元、技术指标） \|
96	\| Cloud 独立验证 \| A 级因子自动上传 [quant-gpt.com](https://quant-gpt.com) 验证 + 样本外跟踪 \|
97	\| WQ BRAIN 提交（可选） \| 3 个因子 IS 全部 PASS，已提交（最佳 Fitness 1.26） \|
98
99	---
100
101	## Validated Results
102
103	QuantGPT 产出的因子通过两层验证：本地多维评分 + [QuantGPT Cloud](https://quant-gpt.com) 独立 IC/IR 验证。高质量因子还可选提交至 WQ BRAIN。以下 3 个因子已通过 WQ BRAIN

6 picks

Type

quantgpt

bymiasyster· 1 MCP server

Stars

419

Forks

112

How to install quantgpt?

miasyster/quantgpt

$git clone https://github.com/miasyster/quantgpt

Installs into the current project.

›Prefer a prompt? Paste this to your agent

Install & use

Install quantgpt by running `git clone https://github.com/miasyster/quantgpt`, then use it for the current task and follow its documentation at https://github.com/miasyster/quantgpt.

Files · 1

View on GitHub

README.md

1	<div align="center">
2
3	# QuantGPT
4
5	Agent-Driven Factor Research Engine — Autonomous Mining, Independent Validation on [QuantGPT Cloud](https://quant-gpt.com)
6
7	LLM Agent 自治因子挖矿 → 批量回测 → 多维评分 → 反过拟合验证 → [QuantGPT Cloud](https://quant-gpt.com) 独立验证 + 样本外跟踪 \| 全程零人工干预
8
9	[![CI](https://github.com/Miasyster/quantgpt/actions/workflows/ci.yml/badge.svg)](https://github.com/Miasyster/quantgpt/actions/workflows/ci.yml)
10	[![Python](https://img.shields.io/badge/Python-3.10+-3776AB?logo=python&logoColor=white)](https://python.org)
11	[![FastAPI](https://img.shields.io/badge/FastAPI-0.110+-009688?logo=fastapi&logoColor=white)](https://fastapi.tiangolo.com)
12	[![React](https://img.shields.io/badge/React_18-TypeScript-61DAFB?logo=react&logoColor=white)](https://react.dev)
13	[![License](https://img.shields.io/badge/License-MIT-green.svg)](LICENSE)
14
15	[Quick Start](docs/QUICKSTART.md) ·
16	[Architecture](docs/ARCHITECTURE.md) ·
17	[API Docs](docs/API_DOC.md) ·
18	[MCP Guide](docs/MCP_GUIDE.md) ·
19	[Factor Mining](docs/FACTOR_MINING.md) ·
20	[Roadmap](ROADMAP.md) ·
21	[Contributing](CONTRIBUTING.md)
22
23	WeChat / 微信交流群: Add `quantgpt_ai` on WeChat to join the community
24
25	<a href="https://star-history.com/#Miasyster/QuantGPT&Date">
26	<img src="docs/images/star-history.png" width="600" alt="Star History Chart" />
27	</a>
28
29	</div>
30
31	---
32
33	## What Is QuantGPT
34
35	QuantGPT is an agent-driven factor research engine — not a backtest library, not a chatbot wrapper. It gives an LLM Agent (Claude, via MCP) a complete toolkit to autonomously discover, evaluate, iterate, and validate alpha factors, with zero human intervention per research cycle. Factors that pass local validation are automatically uploaded to [QuantGPT Cloud](https://quant-gpt.com) for independent verification and out-of-sample tracking — ensuring research results are reproducible and auditable.
36
37	The core architecture:
38
39	```
40	LLM Agent (Claude Code / Claude Desktop)
41	│
42	├── MCP Tools (15 个) ← Agent 的工具箱
43	│ ├── run_backtest ← 全市场分组回测
44	│ ├── score_factor ← 0-100 综合评分
45	│ ├── diagnose_factor ← 失败模式诊断
46	│ ├── run_anti_overfit ← 4 项反过拟合检验
47	│ ├── run_rolling_validation ← Walk-forward 验证
48	│ ├── validate_expression ← 语法校验
49	│ ├── list_operators ← 60+ 算子文档
50	│ ├── list_universes ← 股票池和基准
51	│ ├── wq_brain_submit ← WQ BRAIN 单因子提交
52	│ ├── wq_brain_batch_submit ← 批量参数扫描提交
53	│ ├── wq_brain_submit_by_ids ← 按 ID 提交
54	│ ├── wq_brain_list_alphas ← 查询已提交 alpha
55	│ ├── wq_brain_check_alphas ← 检查 alpha 状态
56	│ └── wq_brain_finalize_submissions ← 最终提交确认
57	│
58	├── QuantGPT Cloud ← 独立验证平台 (quant-gpt.com)
59	│ ├── A 级因子自动上传
60	│ ├── 独立 IC/IR/Turnover 验证
61	│ ├── 样本外实时跟踪
62	│ ├── 因子去重（Self-Correlation 检测）
63	│ └── 公开可审计的研究记录
64	│
65	├── Evolution Engine ← 因子进化引擎
66	│ ├── MutationEngine (8 方向突变)
67	│ ├── CrossoverEngine (高分因子交叉)
68	│ ├── MetaEvolutionSelector (自适应策略)
69	│ └── TrajectoryAnalyzer (轨迹分析)
70	│
71	├── WQ BRAIN Integration ← WorldQuant 直连（可选）
72	│ ├── Dollar-neutral 模拟
73	│ └── 一键正式提交
74	│
75	└── Knowledge Base ← 跨会话知识积累
76	├── rules/ (已验证规则)
77	├── findings/ (经验发现)
78	└── failures/ (已证伪路径)
79	```
80
81	### How It Differs from "AI Backtest Tools"
82
83	传统工具（包括 ChatGPT + 回测库）的模式是：人类想因子 → 工具跑回测 → 人类看结果。Agent 是执行者，人类是决策者。
84
85	QuantGPT 的模式是：人类定义目标 → Agent 自治研究 → 人类审阅产出。Agent 是研究者，人类是审阅者。
86
87	这不是接口层的区别（自然语言 vs. 代码），而是决策权的区别。Agent 自主决定：探索哪个方向、生成什么表达式、评估哪些指标、何时迭代、何时放弃、何时提交。
88
89	### Production Track Record
90
91	\| Metric \| Value \|
92	\|:-------\|:------\|
93	\| 累计回测任务 \| 370+ \|
94	\| 单轮迭代（8 候选因子） \| ~15 分钟 \|
95	\| 表达式算子 \| 60+（含非线性、三元、技术指标） \|
96	\| Cloud 独立验证 \| A 级因子自动上传 [quant-gpt.com](https://quant-gpt.com) 验证 + 样本外跟踪 \|
97	\| WQ BRAIN 提交（可选） \| 3 个因子 IS 全部 PASS，已提交（最佳 Fitness 1.26） \|
98
99	---
100
101	## Validated Results
102
103	QuantGPT 产出的因子通过两层验证：本地多维评分 + [QuantGPT Cloud](https://quant-gpt.com) 独立 IC/IR 验证。高质量因子还可选提交至 WQ BRAIN。以下 3 个因子已通过 WQ BRAIN

6 picks

Type

quantgpt

How to install quantgpt?

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quantgpt

How to install quantgpt?

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