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husainm97/quant-lab-alpha

Open-source investment analytics platform bridging academic research and retail finance. Features include portfolio risk decomposition [Fama-French Five Factor Model], retirement sustainability modeling [Block Bootstrap Monte Carlo], max drawdown/CVaR dashboards, and risk-return optimisation [Markowitz, Ledoit-Wolf] via an intuitive user interface.

Python MIT main Stack scanned README.md
Stars
35
Forks
6
Watchers
2
Issues
2
Commits
196
Awesome lists
1

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Latest capture 2026-07-21 03:07

Star growth, last 7 days
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Commit velocity, last 7 days
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Stars since baseline
+1
Snapshot coverage
3

Tracked growth

3 captures since 2026-06-19

Stars from baseline +1

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Total stars

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Scanned 2026-07-21 03:07

Stack signals
0
Package managers
1
Manifest files
1
Dependencies
33

Frameworks and tools

  • No framework dependencies detected.
pip python

Dependency files

1 manifest
  • requirements.txt python ecosystem, 33 dependencies

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19
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Metadata

Language
Python
License
MIT
Default branch
main
Created
2025-08-02
First commit
2025-08-02
Last pushed
2026-05-17
GitHub updated
2026-07-06
Last synced
2026-07-21 03:07
Stack detected
2026-07-21 03:07
Archived
no

Appears in

1