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hermes-agent
Hermes Agent is an open-source, self-improving AI agent with a built-in learning loop that creates skills from experience, runs across platforms, and supports any LLM provider.
Why it is worth attention
It provides a large, well-organized collection of real-world A-share quantitative strategies covering multi-factor, momentum, machine learning, and more, along with community discussion on LINUX DO.
Who it is for
- Quantitative trading researchers
- A-share individual investors
- Financial engineering students
- Strategy developers and backtesters
Use cases
- Study and understand various quantitative strategy implementations
- Use as reference for building or improving own strategies
- Explore different factors, timing methods, and risk control approaches
- Offline analysis without needing to access external data sources
Strengths
- 119 distinct strategies with clear article, code, and metadata structure
- Covers a wide spectrum from classic multi-factor to deep learning and momentum models
- Community-driven feedback and supervision via LINUX DO forum
- Fully offline repository for convenient local study
Considerations
- Stated as for educational purposes only, not investment advice
- Some strategies may be outdated and the effectiveness of shared attachments is uncertain
- No live data or backtesting infrastructure provided; users must supply their own tools
README quick start
使用
直接阅读 articles/*/content.md。
Description
A-share quant strategies research corpus: 119 Python strategy articles for learning
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