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ML Quant Trading

A reproducible PyTorch stack for cross-sectional factor research: 213 mask-aware factors, cost-aware backtests and auditable reports, plus a preview typed portfolio-decision adapter in the System-One/Jev style.
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91
Language
Python
License
MIT
Reading time
2 min
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Community
Author
initial-d
Last verified
Oct 2026

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

Forks
38
Last pushed
Updated Oct 2026

Repo stats from the GitHub API, cached Oct 2026.Homepage

Languages
Python
Platforms
CLI
Capabilities
Open sourceRuns locally

Highlights

  • 213 mask-aware factors, bias correction, portfolio optimisation and cost-aware backtests with public-data validation.
  • A preview typed portfolio-decision adapter is documented in docs/systemone_adapter.md in the System-One/Jev style.
  • Quick start needs no market-data account or API key: python -m pip install mlquantx, then mlquant demo.
  • The deterministic demo runs the full pipeline in about 30-90 seconds on a CPU-only laptop and writes reports under artifacts/small/.
  • Also links arXiv paper 2507.07107, a DSH benchmark plugin, a validation dashboard and a v0.4.1 release.

Quickstart

bash
python -m pip install mlquantx
mlquant demo

Watch out

README reviewed 2026-10-17; the excerpt is truncated mid-sentence in the v0.4.1 release notes, the decision adapter is explicitly a preview, and no demo or backtest numbers are included in the digest.

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