Open-Alpha-Lab/CITATION.cff at main · Guillain-RDCDE/Open-Alpha-Lab · GitHub

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cff-version: 1.2.0
message: "If you use this software, please cite it as below."
title: "Open-Alpha-Lab: an open quant research desk"
abstract: >-
  An open quant research desk: a reusable engine (quantlab) plus rigorous,
  reproducible audits of trading ideas, each judged on whether the signal is real
  and whether it survives real execution costs and scale. Study 01 audits the
  overnight return anomaly and the market-manipulation claim.
type: software
authors:
  - family-names: "d'Erceville"
    given-names: "Guillain"
version: 0.3.0
date-released: "2026-06-22"
license: MIT
url: "https://github.com/Guillain-RDCDE/Open-Alpha-Lab"
repository-code: "https://github.com/Guillain-RDCDE/Open-Alpha-Lab"
keywords:
  - quantitative-finance
  - market-microstructure
  - overnight-returns
  - backtesting
  - reproducible-research
references:
  - type: article
    authors:
      - family-names: Knuteson
        given-names: Bruce
    title: "Celebrating Three Decades of Worldwide Stock Market Manipulation"
    year: 2019
    notes: "arXiv:1912.01708"
    url: "https://arxiv.org/abs/1912.01708"
  - type: article
    authors:
      - family-names: Lou
        given-names: Dong
      - family-names: Polk
        given-names: Christopher
      - family-names: Skouras
        given-names: Spyros
    title: "A Tug of War: Overnight Versus Intraday Expected Returns"
    journal: "Journal of Financial Economics"
    volume: 134
    issue: 1
    start: 192
    end: 213
    year: 2019
    doi: "10.1016/j.jfineco.2019.03.011"
  - type: article
    authors:
      - family-names: Gatev
        given-names: Evan
      - family-names: Goetzmann
        given-names: "William N."
      - family-names: Rouwenhorst
        given-names: "K. Geert"
    title: "Pairs Trading: Performance of a Relative-Value Arbitrage Rule"
    journal: "Review of Financial Studies"
    volume: 19
    issue: 3
    start: 797
    end: 827
    year: 2006
    doi: "10.1093/rfs/hhj020"
  - type: article
    authors:
      - family-names: Do
        given-names: Binh
      - family-names: Faff
        given-names: Robert
    title: "Does Simple Pairs Trading Still Work?"
    journal: "Financial Analysts Journal"
    volume: 66
    issue: 4
    start: 83
    end: 95
    year: 2010
    doi: "10.2469/faj.v66.n4.1"