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QuantGPT
Agent-driven factor research engine for China A-shares
What it is
An agent-driven factor research engine for China's A-share market. Eight MCP tools cover hypothesis design, backtesting, scoring and detection of overfitting, so an AI agent can carry a factor idea through the research loop. Quant developers and researchers working on A-share factors are the intended users. It is built for mainland Chinese equities, and the quality of its output still depends on the data and model you connect.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Strategy research, Backtesting |
| Markets | China A-shares |
| Stack | Python |
| Learning curve | Moderate learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Last commit 5 months ago |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): +23 over the period, now 495. Gaps mean no snapshot was taken that day.
Agent-driven A-share factor research engine with 8 MCP tools covering hypothesis design, backtesting, scoring, and anti-overfit detection.
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