zvt

Why we included this project

zvt is a complete quant research stack rather than a single library, so individual quants and small teams get the whole pipeline wired together from the start. It pulls and persists market data for Chinese and US stocks, funds, and crypto, with a factor layer on top for computing and screening signals, and backtests run against those factors in the same environment. A few lines of Python can capture data, train an ML model on factors, and render the output, which keeps research and execution close. The bundled Dash/Plotly interface is good for inspecting factor output and backtests in the browser, while a REST server and a separate frontend aim at a more production-oriented, human-in-the-loop trading setup. One caveat worth knowing: the project does not promise backward compatibility, so expect to adapt as it evolves.