[PRE REVIEW]: qis: reproducible performance analytics and portfolio backtesting in Python

[editorialbot]

Submitting author: @ArturSepp (Artur Sepp)
Repository: https://github.com/ArturSepp/QuantInvestStrats
Branch with paper.md (empty if default branch):
Version: v5.4.0
Editor: Pending
Reviewers: Pending
Managing EiC: Samuel Forbes

Status

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[editorialbot]

Reference check summary (note 'MISSING' DOIs are suggestions that need verification):

✅ OK DOIs

- 10.1016/j.jfineco.2004.04.001 is OK
- 10.1080/01621459.1994.10476870 is OK
- 10.3905/jpm.2025.1.806 is OK

🟡 SKIP DOIs

- No DOI given, and none found for title: Trend-Following CTAs vs Alternative Risk-Premia: C...

❌ MISSING DOIs

- 10.2139/ssrn.4217841 may be a valid DOI for title: Optimal allocation to cryptocurrencies in diversif...
- 10.2139/ssrn.3167787 may be a valid DOI for title: The science and practice of trend-following system...
- 10.2139/ssrn.6785958 may be a valid DOI for title: Capital market assumptions and strategic asset all...

❌ INVALID DOIs

- None

[editorialbot]

Repository Analysis Report

Code breakdown

github.com/AlDanial/cloc v 1.98  T=0.49 s (644.4 files/s, 143945.8 lines/s)
-------------------------------------------------------------------------------
Language                     files          blank        comment           code
-------------------------------------------------------------------------------
Python                         277           9830          13257          41687
Markdown                        29           1016              5           4296
JSON                             3              0              0            379
YAML                             5             46             17            241
TOML                             1             23             24            148
Jupyter Notebook                 1              0             88             81
TeX                              1              8             14             66
Text                             1              4              0             17
HTML                             1              1              0              5
-------------------------------------------------------------------------------
SUM:                           319          10928          13405          46920
-------------------------------------------------------------------------------

Commit Count by Author

221	ArturSepp
    97	Artur Sepp
    38	Claude
     9	artur
     1	Mikko Ohtamaa
     1	francisliu2

Repository History

Repository age: First commit on December 30, 2022

Code distribution (top 3 48-hour windows):

Period	Insertions	% of Total	Signal	View Changes
Aug 14, 2026 - Aug 16, 2026	75204	46.2%	🟡	View diff
Jul 25, 2026 - Jul 27, 2026	7809	4.8%	🟢	View diff
Jun 17, 2026 - Jun 19, 2026	5528	3.4%	🟢	View commit

GitHub Activity Metrics

Metric	Count
GitHub stars	603
Forks	68
GitHub contributors	5
Releases	26
Total issues	5
Total pull requests	1
Unique commenters/reviewers (excluding authors)	3

[editorialbot]

Paper file info:

⚠️ Wordcount for paper.md is 1801

✅ The paper includes a Statement of need section

✅ The paper includes a State of the field section

✅ The paper includes a Software design section

✅ The paper includes a Research impact statement section

✅ The paper includes an AI usage disclosure section

[editorialbot]

License info:

✅ License found: MIT License (Valid open source OSI approved license)

[editorialbot]

👉📄 Download article proof 📄 View article proof on GitHub 📄 👈

[ArturSepp]

@editorialbot set v5.11.0 as version

[ArturSepp]

@editorialbot check references

[ArturSepp]

@editorialbot generate pdf

[editorialbot]

I'm sorry @ArturSepp, I'm afraid I can't do that. That's something only editors are allowed to do.

[editorialbot]

Reference check summary (note 'MISSING' DOIs are suggestions that need verification):

✅ OK DOIs

- 10.1016/j.jfineco.2004.04.001 is OK
- 10.1080/01621459.1994.10476870 is OK
- 10.3905/jpm.2025.1.806 is OK
- 10.2139/ssrn.4217841 is OK
- 10.48550/arXiv.2607.19497 is OK
- 10.2139/ssrn.6785958 is OK

🟡 SKIP DOIs

- No DOI given, and none found for title: Trend-Following CTAs vs Alternative Risk-Premia: C...

❌ MISSING DOIs

- None

❌ INVALID DOIs

- None