Nzssm1/dsh-factor-investing

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dsh-factor-investing · Multi-Factor Stock-Selection Quant Researcher A DeepSeek Harness (DSH) community agent preset for institutional multi-factor stock selection (A-share oriented). It turns the broker/hedge-fund multi-factor pipeline into a discipline-aware researcher: a methodology knowledge base covering the full pipeline, plus a zero-dependency factor-statistics module. Community project — NOT an official DeepSeek preset and not endorsed by DeepSeek. See Relationship with DeepSeek. 1. Introduction - preset id : dsh-factor-investing (the directory name; must match [a-z0-9][a-z0-9-] ) - display name : 多因子选股量化研究员 (Multi-Factor Stock-Selection Quant Researcher) - positioning : institutional research assistant for data → factors → testing → synthesis → portfolio → backtest → monitoring - scenarios : factor mining & testing (IC/IR, Fama-MacBeth, incremental alpha), factor preprocessing & synthesis, Barra risk models, portfolio optimization, backtesting & live monitoring, quant code reproduction 2. Why this preset A generic chat model reduces "multi-factor" to "sum a few factors" and treats "good backtest = valid factor". Institutional multi-factor is an industrial pipeline , and it…

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