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  1. NLP-Sentiment-Factor-Construction-Cross-Sectional-Alpha-Testing-on-A-Shares NLP-Sentiment-Factor-Construction-Cross-Sectional-Alpha-Testing-on-A-Shares Public

    This project constructs NLP-based sentiment factors from Chinese analyst research reports and evaluates their cross-sectional predictive power on the CSI 500 universe. Rather than building a tradin…

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  2. A_Share_Alpha_System_with_GP_and_Transformer A_Share_Alpha_System_with_GP_and_Transformer Public

    Reproducible A-share multi-factor stock-selection research with Transformer ranking, transaction costs, risk controls, and robustness analysis.

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  3. Probability-Divergence-and-Price-Discovery Probability-Divergence-and-Price-Discovery Public

    Reproducible study of probability divergence and price discovery between Polymarket BTC/ETH event markets and Deribit crypto options.

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