ChungKit-WAN / Quant-research-lab

# Quant Research Lab
**A shared monthly research framework for sector ETF allocation and stock-factor selection.**
**Developed collaboratively by a four-member team.**
We study how covariance estimation affects sector ETF allocation and how price/volume factor rankings affect stock portfolios. Both strategy families use the same rebalancing, transaction-cost, and portfolio-accounting conventions, making methodological differences easier to examine. Engineering reproducibility and predictive performance are evaluated separately.
Current version: **v0.11 (package version 0.11.0)**. This includes the research-validation milestone previously discussed as v0.1.1, eleven sector pages and portable refresh. Daily decisions in v1.0, hourly decisions in v2.0, and AI-assisted minute/second decisions in v3.0 remain future work in the version roadmap.
## One-click reports on a new computer
English is the primary language for the interface, reports, code identifiers, CLI messages and documentation. Chinese companion reports remain available from the language switch. On the overview, ETF backtest or stock backtest page, click an ETF such as **XLK** to open its sector stock rankings. The linked page shows the configured research sample; it does not claim to contain the fund’s complete or historical holdings.
On Windows, extract the source bundle and double-click **`START_V011.cmd`**. It verifies the bootstrap download, installs project-local Python and dependencies, downloads current prices, recalculates all reports, and opens the result. It does not depend on the original computer's environment. Internet access to the official software sources and Yahoo is required; errors retain logs and never count as a successful refresh. macOS/Linux have `bash START_V011.sh`, authored but not tested on those operating systems.
- Overview and eleven sector pages, with five editable sample stocks per sector (55 total). This is not the whole market or historical index membership.
- All 100 factor definitions, formulas, directions and status fields are visible. The 65 price/volume factors have calculated values; 35 financial factors remain unavailable pending point-in-time fundamentals. Sort any metric ascending or descending; missing values are always last and unranked. Display sorting does not change the strategy.
- English dashboards with Chinese companions, ETF/stock backtests and validation reports, with CSV/JSON exports. All computed performance metrics and asset weight statistics appear in the backtest reports.
- Each launch resolves the clock again: five research years, three earlier warmup years and a trailing 24-month chronological holdout. Only completed New York sessions plus a two-hour data-source buffer are used; rankings use fully completed exchange-calendar months.
- Nine predefined experiments cover 5/10/20 bp costs, holdings count, ranking windows and removal of each factor group's score contribution. Every success and failure is saved. A chronolog