Haozhe Wu
137689c5c1
wiki/scripts/build_alpha_library.py (475L) - Reads manifest.json produced by `vibe-trading alpha export-manifest` - Emits per-alpha pages (content/<zoo>/<id>.html) and per-zoo overview tables (content/<zoo>/index.html) — 452 + 4 = 456 pages - Jinja2 with select_autoescape(["html","xml"]) mandatory; no |safe on user-derived content; strict CSP on every generated page (default-src 'self'; style-src 'self' 'unsafe-inline'; script-src 'none'; img-src 'self' data:) - Emits content/index.json for the landing page to hydrate per-zoo counts via fetch() - Friendly exit when manifest.json missing - End-of-main self-test compares manifest formula content against rendered HTML to verify the escape pipeline; prints "html escape ok" or "html escape FAIL" wiki/alpha-library/index.html (rewritten from 78-line shell to 192L) - Hero + 4 zoo cards (Kakushadze 101 Formulaic Alphas, qlib158, gtja191, academic) + stats grid + 3-line CLI quickstart + GitHub footer - Per-zoo counts hydrated at runtime from content/index.json - Loose CSP (script-src 'self' 'unsafe-inline') only on this landing page to keep the site theme-init inline script and the inline fetch() — generated /content/** pages stay on script-src 'none' wiki/research-lab/index.html - Post grid replacing the empty hero stub; links to the new blog - One-line lede explaining the section wiki/research-lab/posts/alpha-191-in-2026.html (~675L, ~2400 words) - 6-section deep-dive: TL;DR / Background / Method / Findings / Caveats / Reproduce - Numbers from a real bench run on CSI 300 / 2018-2025: 10 alive, 15 reversed, 165 dead (of 190 tested, 1 skipped). Top 5 by IR: gtja191_171 / _111 / _163 / _002 / _054. Theme survival rates: microstructure 22%, reversal 11%, volatility 8%, volume 5%, momentum 2%, liquidity 0% - Survivorship-bias caveat for cross-zoo readers (the current constituent list of any index is a forward-biased proxy for the point-in-time constituents during the window) - Strict CSP (script-src 'none'); no MathJax/KaTeX — formula_latex rendered as <code class="formula">; aggregate stats only (no per-stock per-date values, Tushare ToS) wiki/research-lab/posts/alpha-191-in-2026.tweet.md - HKUDS-style draft tweet (Chao Huang voice): emoji-decorated project name, real numbers (10 / 15 / 165), 8-year OOS qualifier, GitHub + pip links, ≤2 hashtags. READY to post once the release goes live. .gitignore adds wiki/alpha-library/manifest.json and wiki/alpha-library/content/ as generated, never-checked-in artifacts.
93 lines
4.2 KiB
HTML
93 lines
4.2 KiB
HTML
<!doctype html>
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<html lang="en">
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<head>
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<meta charset="utf-8">
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<script>
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(function () {
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try {
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var stored = localStorage.getItem("vibetrading-theme");
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var resolved = stored === "dark" || stored === "light"
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? stored
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: window.matchMedia("(prefers-color-scheme: dark)").matches ? "dark" : "light";
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document.documentElement.setAttribute("data-theme", resolved);
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} catch (e) {
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document.documentElement.setAttribute("data-theme", "light");
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}
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})();
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</script>
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<meta name="viewport" content="width=device-width, initial-scale=1">
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<title>Research Lab | Vibe-Trading Wiki</title>
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<meta name="description" content="Research Lab for Vibe-Trading.">
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<meta name="robots" content="index, follow, max-image-preview:large">
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<meta property="og:type" content="website">
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<meta property="og:site_name" content="Vibe-Trading Wiki">
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<meta property="og:title" content="Research Lab">
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<meta property="og:description" content="Research Lab for Vibe-Trading.">
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<meta property="og:image" content="https://vibetrading.wiki/assets/icon.png">
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<meta property="og:url" content="https://vibetrading.wiki/research-lab/">
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<link rel="canonical" href="https://vibetrading.wiki/research-lab/">
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<link rel="icon" type="image/png" href="/assets/icon.png">
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<link rel="preconnect" href="https://fonts.googleapis.com">
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<link rel="preconnect" href="https://fonts.gstatic.com" crossorigin>
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<link href="https://fonts.googleapis.com/css2?family=Fraunces:opsz,wght@9..144,600;9..144,750&family=IBM+Plex+Mono:wght@400;500;600&family=IBM+Plex+Sans:wght@400;500;600;700&display=swap" rel="stylesheet">
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<link rel="stylesheet" href="/styles.css">
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<script type="module" src="/main.js"></script>
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</head>
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<body>
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<header class="site-header" id="site-header">
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<div class="site-header__inner">
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<a class="brand" href="/home/" aria-label="Vibe-Trading home">
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<img class="brand__mark" src="/assets/icon.png" alt="" width="40" height="40">
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<span class="brand__text">Vibe-Trading</span>
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</a>
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<nav class="site-nav" aria-label="Primary">
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<a href="/docs/">Docs</a>
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<a href="/tutorials/">Tutorials</a>
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<a href="/alpha-library/">Alpha Library</a>
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<a href="/research-lab/">Research Lab</a>
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<a href="https://github.com/HKUDS/Vibe-Trading">Source</a>
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</nav>
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<div class="site-actions">
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<a class="star-pill" href="https://github.com/HKUDS/Vibe-Trading" aria-label="Vibe-Trading on GitHub">
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<span aria-hidden="true">Star</span>
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<strong id="star-count">--</strong>
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</a>
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<button class="icon-button" id="theme-toggle" type="button" aria-label="Toggle color theme">
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<span class="theme-icon" aria-hidden="true"></span>
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</button>
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</div>
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</div>
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</header>
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<main class="section-page">
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<section class="section-hero section-hero--blank">
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<p class="eyebrow">Research Lab</p>
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<h1>Research Lab.</h1>
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<p class="section-hero__lede">Long-form analyses, replicable backtests, and post-mortems on quant ideas. Open data + open code; every claim is one CLI command away.</p>
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</section>
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<section class="posts-grid" aria-label="Latest posts">
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<article class="post-card">
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<p class="post-card__date">2026-05-17</p>
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<h2 class="post-card__title">
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<a href="/research-lab/posts/alpha-191-in-2026.html">Which of the 191 GTJA alphas still work in 2026?</a>
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</h2>
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<p class="post-card__excerpt">
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We re-ran the 191 short-horizon alphas published by Guotai Junan in 2014 against CSI 300, 2018–2025. Aggregate IC, theme survival rates, and the formulas that still hold up — reproducible with one CLI command.
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</p>
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<p class="post-card__meta"><span>Alpha Zoo</span> · <span>GTJA 191</span> · <span>CSI 300</span> · <span>8 years (2018–2025)</span></p>
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</article>
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</section>
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</main>
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<footer class="site-footer">
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<span>Vibe-Trading Wiki</span>
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<a href="/docs/">Docs</a>
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<a href="/alpha-library/">Alpha Library</a>
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<a href="/research-lab/">Research Lab</a>
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<a href="https://github.com/HKUDS/Vibe-Trading">GitHub</a>
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