Haozhe Wu
36f1698e1f
Alpha Library: the 191 notes, 117 nicknames and 10 theme tags now switch
to Chinese with the rest of the site. wiki/alpha-library/i18n.zh.json keeps
each translation next to the English it came from; the generator puts the
Chinese in data-text-zh only while that English still matches the
registry, and tests/factors/test_alpha_library_translations.py fails on a
missing, stale or orphaned translation or an unnamed theme.
GTJA 191 post: the 2026-05-17 numbers came from Tushare prices that were
not split-adjusted and from today's CSI 300 roster applied to the whole
window, both fixed on 2026-08-04 (d52199ff). Re-ran the bench on the
current code (point-in-time membership, qfq prices): 8 alive, 14 reversed,
168 dead, gtja191_138 untested (99% NaN), where the first version said
10 / 15 / 165 and never accounted for the 191st. Both languages now carry
a revision note and the new counts, theme table, top 5 by IR and three
most-negative alphas, and fix what the translation surfaced or the code
contradicts: the top 5 are ranked by IR, not IC; the theme table counts
every tag an alpha carries; the reflection matches the table; the Method
universe matches the Caveats; Kakushadze's preprint came a year after the
report; forward returns are simple, not log; no GTJA formula needs sector
tags; the bench measures no turnover and draws no IC plot; five alphas use
a proxy input (named); the reproduce command covers 2018-2025. A new
caveat reports the bench's multiple-testing deflation: 3 of the 8 alive
alphas clear the IR expected from 190 null formulas.
183 lines
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<p class="eyebrow" data-i18n="nav.alpha">Alpha Library</p>
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<h1 data-i18n="alpha.heading">Alpha Library.</h1>
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<p data-i18n="alpha.lede">462 pre-built quant alphas across five zoos. One command benchmarks any zoo on your universe.</p>
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</section>
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<dl class="alpha-stats" id="alpha-stats">
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<div class="alpha-stat">
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<dt data-i18n="alpha.stats.total">Total alphas</dt>
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<dd id="stat-total">--</dd>
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<span class="small" id="stat-total-sub">…</span>
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</div>
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<div class="alpha-stat">
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<dt data-i18n="alpha.stats.zoos">Zoos</dt>
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<dd id="stat-zoos">--</dd>
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<span class="small">GTJA191 / Qlib158 / Alpha101 / Academic / Fundamental</span>
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</div>
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<div class="alpha-stat">
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<dt data-i18n="alpha.stats.generated">Last generated</dt>
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<dd id="stat-generated" style="font-size: 0.95rem;">--</dd>
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<span class="small" data-i18n="alpha.stats.generatedVia">via vibe-trading alpha export-manifest</span>
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</div>
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<div class="alpha-stat">
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<dt data-i18n="alpha.stats.live">Live trading</dt>
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<dd style="font-size: 0.95rem;" data-i18n="alpha.stats.optIn">opt-in</dd>
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<span class="small" data-i18n="alpha.stats.broker">via a broker you authorize</span>
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</div>
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</dl>
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<section class="alpha-zoos" id="alpha-zoos">
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<a class="alpha-zoo-card" href="content/qlib158/index.html">
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<span class="zoo-id">qlib158</span>
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<h3>Qlib Alpha158</h3>
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<p data-i18n="alpha.zoo.qlib158">Microsoft Qlib's 158 production alphas, ported to the panel API.</p>
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<span class="count" data-zoo="qlib158">--</span>
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</a>
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<a class="alpha-zoo-card" href="content/alpha101/index.html">
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<span class="zoo-id">alpha101</span>
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<h3>Kakushadze 101 Formulaic Alphas</h3>
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<p data-i18n="alpha.zoo.alpha101">The 101 short-horizon formulaic alphas from Kakushadze (2015).</p>
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<span class="count" data-zoo="alpha101">--</span>
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</a>
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<a class="alpha-zoo-card" href="content/gtja191/index.html">
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<span class="zoo-id">gtja191</span>
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<h3>GTJA 191</h3>
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<p data-i18n="alpha.zoo.gtja191">Guotai Junan's 191 alphas — A-share microstructure & volume themes.</p>
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<span class="count" data-zoo="gtja191">--</span>
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</a>
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<a class="alpha-zoo-card" href="content/academic/index.html">
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<span class="zoo-id">academic</span>
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<h3 data-i18n="alpha.zoo.academicName">Academic Anomalies</h3>
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<p data-i18n="alpha.zoo.academic">Curated alphas from the academic asset-pricing literature.</p>
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<span class="count" data-zoo="academic">--</span>
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</a>
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<a class="alpha-zoo-card" href="content/fundamental/index.html">
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<span class="zoo-id">fundamental</span>
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<h3 data-i18n="alpha.zoo.fundamentalName">Point-in-time Fundamentals</h3>
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<p data-i18n="alpha.zoo.fundamental">US SEC fundamentals anchored to the filing date, so a backtest never sees a number before it was published.</p>
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<span class="count" data-zoo="fundamental">--</span>
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</a>
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</section>
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<section class="alpha-getstart">
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<h2 data-i18n="alpha.start.title">Get started</h2>
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<pre><code><span class="comment" data-i18n="alpha.start.install"># install</span>
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pip install vibe-trading-ai
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<span class="comment" data-i18n="alpha.start.list"># list every alpha in a zoo</span>
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vibe-trading alpha list --zoo gtja191
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<span class="comment" data-i18n="alpha.start.bench"># benchmark a zoo on your universe and period</span>
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vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025</code></pre>
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