What is BagelQuant?
BagelQuant is a comprehensive research platform for quantitative equity portfolio management, featuring a knowledge base, open-source software ecosystem, and future research platform.
The goal is to provide a open-source, reproducible, and scalable platform for quantitative equity research. In here, you have:
- Learn how to systemically manage equity portfolios, covering from rigorous math to financial theory.
- An innovative open-source research platform, allowing you to construct factor and portfolio with LEGO building experiences.
- A systematic backtesting framework, helping you evaluate your strategies on historical data.
- Trending research reports and papers reviews.
Start Here
- Quick Start gives newcomers a short guided introduction.
- Learn is the deeper knowledge base for math, finance, models, and techniques.
- Research follows the practitioner workflow from data to backtesting.
- Docs explains the BagelQuant open-source ecosystem.
Future App
The future BagelQuant App will provide a graph-based interface for building factors, prediction models, portfolio strategies, and backtests through reusable research pipelines.
About Me
BagelQuant is maintained by Yanzhong (Eric) Huang, a systematic investment researcher focused on equity alpha research and portfolio construction.