{"repo":"warren618/AlphaForge","free":true,"listed":false,"github":"https://github.com/warren618/AlphaForge","clone":"git clone https://github.com/warren618/AlphaForge.git","description":"End-to-End Factor-Driven Quant System for Crypto Perpetuals — Factor Mining, Statistical Evaluation, Combo Search, Walk-Forward Backtest","language":"Python","stars":31,"topics":["backtesting","crypto","factor-investing","python","pytorch","quant"],"license":"MIT","category":"trading","readme_excerpt":"AlphaForge End-to-End Factor-Driven Quant System for Crypto Perpetuals Factor Mining → Statistical Evaluation → Combo Search → Walk-Forward Backtest → Paper Trade → Live --- What is AlphaForge? A production-grade quantitative trading framework for crypto perpetual contracts. Unlike toy backtesting scripts, AlphaForge covers the full lifecycle with a corrected execution model: Bring your own alpha. The framework handles everything else. Why AlphaForge? Problem How AlphaForge Solves It --------- ------------------------- Backtests look great, live trading loses money Corrected engine : next-bar-open execution, funding fees, liquidation, slippage Sharpe ratio inflated 5-10x Honest metrics : daily-frequency Sharpe, Newey-West t-stats, FDR correction Combining factors is guesswork Greedy combo search : auto-find optimal combination by forward-stepping IC No systematic factor evaluation Factor pipeline : register → evaluate → pass/fail FDR → auto-register Walk-forward is painful Built-in : expanding window train/test split with OOS evaluation Architecture Quick Start 1. Write Your Factors 2. Evaluate 3. Backtest Backtest Engine — Corrected Execution Model Built after a painful audit that invalidated months of backtesting results. Feature Naive Approach AlphaForge --------- --------------- ------------ Execution price Close price (look-ahead) Next-bar open Sharpe frequency Annualized from 5min bars Daily-frequency Funding fees Ignored 8h funding rate deducted Liquidation Ignored Sim","default_branch":null,"files":null,"tree":[],"storefront":"/r/warren618","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/warren618/AlphaForge/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}