<?xml version="1.0" encoding="utf-8" standalone="yes"?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom"><channel><title>Quantitative-Finance on Noureddine RAMDI</title><link>https://ramdi.fr/tags/quantitative-finance/</link><description>Recent content in Quantitative-Finance on Noureddine RAMDI</description><generator>Hugo</generator><language>en</language><lastBuildDate>Sat, 23 May 2026 20:41:27 +0000</lastBuildDate><atom:link href="https://ramdi.fr/tags/quantitative-finance/index.xml" rel="self" type="application/rss+xml"/><item><title>Exploring the evolution of systematic trading infrastructure: from traditional backtesters to AI-native quant tools</title><link>https://ramdi.fr/github-stars/exploring-the-evolution-of-systematic-trading-infrastructure-from-traditional-backtesters-to-ai-native-quant-tools/</link><pubDate>Mon, 04 May 2026 10:23:02 +0000</pubDate><guid>https://ramdi.fr/github-stars/exploring-the-evolution-of-systematic-trading-infrastructure-from-traditional-backtesters-to-ai-native-quant-tools/</guid><description>This curated repo maps the shift in systematic trading from event-driven backtesters to AI-powered strategy discovery, covering multi-asset tools, high-frequency backtesting, and AI agents.</description></item><item><title>QuantaAlpha: LLM-driven trajectory-based self-evolution for quantitative alpha factor discovery</title><link>https://ramdi.fr/github-stars/quantaalpha-llm-driven-trajectory-based-self-evolution-for-quantitative-alpha-factor-discovery/</link><pubDate>Mon, 04 May 2026 10:23:01 +0000</pubDate><guid>https://ramdi.fr/github-stars/quantaalpha-llm-driven-trajectory-based-self-evolution-for-quantitative-alpha-factor-discovery/</guid><description>QuantaAlpha uses large language models with evolutionary strategies to automate quantitative alpha factor discovery, achieving strong backtest metrics on major indices.</description></item></channel></rss>