Agent skill for Pandadata-based A-share after-close daily market review reports.
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Jul 16, 2026 - Python
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pandadata
Here are 13 public repositories matching this topic...
Audit split and cash-dividend consistency across raw and adjusted equity prices before research or backtesting.
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Jul 23, 2026 - Python
mcp quant volatility backtest black-scholes options-pricing convertible-bond double-low claude-code pandadata
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Jul 7, 2026 - Python
Run reproducible index addition, deletion, and weight-change event studies around announcement or effective-date anchors.
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Jul 23, 2026 - Python
Audit continuous futures contract selection, roll events, same-day price gaps, and adjustment ledgers before research or backtesting.
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Jul 23, 2026 - Python
Audit normalized intraday OHLCV data for timestamp, gap, price, volume, and trading-date defects before research or backtesting.
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Jul 23, 2026 - Python
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Jul 7, 2026 - Python
Auditable Q58 five-session A-share short-term reversal factor research with PandaData, point-in-time controls, cost-aware backtesting, and reproducible validation.
backtesting point-in-time mean-reversion a-shares factor-investing quantitative-research agent-skill pandadata
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Aug 6, 2026 - Python
Audit normalized intraday OHLCV data for timestamp, gap, price, volume, and trading-date defects before research or backtesting.
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Jul 21, 2026 - Python
Point-in-time, fail-closed Buffett moat hard screener for Shanghai and Shenzhen A-shares using PandaData.
quantitative-finance fundamental-analysis point-in-time stock-screener buffett a-shares agent-skill pandadata
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Aug 6, 2026 - Python
Audit point-in-time universe membership, security lifecycles, stable identities, and missing delisting returns before backtesting.
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Jul 23, 2026 - Python
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Jul 7, 2026 - Python
Stress portfolio liquidation capacity, pro-rata redemption shortfalls, and spread plus square-root impact costs.
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Jul 23, 2026 - Python
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