@0x2hacks

quantum-portfolio-yand optimizes mean-variance-skewness-kurtosis portfolios by cross-validating classical convex, qubo-simulated annealing, and yand geometric solvers, surfacing solver disagreement as risk or signal.

automates reproduction of a-share quant research reports by classifying study type, decomposing logic, selecting 1000+ stock datasets, running backtests, and presenting results in report format with charts.