Cjquant
cjquant is a quantitative trading SDK and asset allocation research framework specifically designed for China's over-the-counter (OTC) funds and institutional asset management, including public FOFs, wealth management subsidiaries, and brokerages. Unlike traditional frameworks built for exchange-traded assets, cjquant addresses the unique challenges of non-standardized OTC products, such as complex fee structures, liquidity constraints, and heterogeneous data sources. The platform replaces the traditional order-matching model with a share-net value-liquidity timeline engine, enabling precise simulation of T+n confirmation and settlement cycles, asymmetric liquidity funds, and nonlinear tiered redemption fees. It supports comprehensive data governance, including sequence alignment for mixed-frequency data, survivor bias removal, and manager career stitching. The software offers deep portfolio analysis tools like Returns-Based Style Analysis (RBSA) and Holdings-Based Style Analysis (HBSA) to pierce the black bo