Quant Risk Analytics Suite

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• English Overview
• 项目简介

English Overview

Quant Risk Analytics Suite is an open-source platform for teaching quantitative investing and researching portfolio risk. It covers the full workflow from market data ingestion and factor engineering to risk measurement, stress testing, and interactive backtesting. The accompanying Streamlit dashboard supports multiple data providers, parameter tuning, and custom scenario editing, making it suitable for daily research, classroom demonstrations, and rapid prototyping.

Standalone English file: README_en.md

Key Features

• Multi-provider data pipeline – includes built-in loaders for Yahoo Finance (yfinance), Stooq (pandas-datareader), and Alpha Vantage, and exposes hooks for custom downloaders.
• Factor engineering – provides log-return conversion, outlier handling, normalization, Fama-French style factors, momentum factors, and rolling regression exposure estimation.
• Risk modelling – offers historical and Monte Carlo VaR/CVaR, Kupiec backtesting, Ledoit-Wolf covariance shrinkage, and PCA factor decomposition.
• Stress testing & attribution – manages shock scenarios in tabular form and reports backtest performance, stress-test results, and factor contribution breakdowns.
• Interactive dashboard – Streamlit pages combine price trends, risk metrics, factor exposures, stress tests, and backtest analysis with exportable charts and tables.

Quick Start

git clone https://github.com/Aji-Q/Quant-Risk-Analytics-Suite.git
cd Quant-Risk-Analytics-Suite
python -m venv .venv

项目简介

Quant Risk Analytics Suite 是一个用于教学量化投资和研究投资组合风险的开源平台。它涵盖从市场数据获取、因子工程到风险测量、压力测试和交互式回测的完整工作流程。随附的 Streamlit 仪表板支持多个数据提供者、参数调优和自定义情景编辑，适用于日常研究、课堂演示和快速原型。

功能亮点

• 多数据源管道 – 内置用于 Yahoo Finance (yfinance)、Stooq (pandas-datareader) 和 Alpha Vantage 的加载器，并提供自定义下载器接口。
• 因子工程 – 提供对数收益转换、异常值处理、归一化、Fama-French 风格因子、动量因子和滚动回归暴露估计。
• 风险模型 – 提供历史和蒙特卡洛 VaR/CVaR、Kupiec 回测、Ledoit-Wolf 协方差收缩，以及 PCA 因子分解。
• 压力测试与归因 – 以表格形式管理冲击情景，并报告回测表现、压力测试结果和因子贡献分解。
• 交互式仪表板 – Streamlit 页面结合价格走势、风险指标、因子暴露、压力测试和回测分析，支持图表和表格导出。

快速开始

git clone https://github.com/Aji-Q/Quant-Risk-Analytics-Suite.git
cd Quant-Risk-Analytics-Suite
python -m venv .venv
# Windows PowerShell
.\\.venv\\Scripts\\Activate.ps1
# Linux/MacOS
source .venv/bin/activate