marketneutral/alphatools
Quantitative finance research tools in Python
This tool helps quantitative researchers and traders quickly test new investment ideas or 'alpha factors' for their trading strategies. You can easily feed in various types of financial market data, including proprietary datasets, and then use pre-built functions or custom 'expression' formulas to define and evaluate how these factors might perform. The output is a clear, pipeline-generated dataset that shows the performance of your alpha factors over time, allowing you to refine your strategy.
455 stars. No commits in the last 6 months.
Use this if you are a quantitative researcher or trader who wants to rapidly prototype and backtest equity alpha factors using a combination of financial data and machine learning tools, especially if you need to integrate custom or alternative data sources with minimal engineering effort.
Not ideal if you are looking for a complete, production-ready trading system with live execution capabilities, as this tool focuses primarily on the research and backtesting of alpha factors.
Stars
455
Forks
87
Language
Jupyter Notebook
License
Apache-2.0
Category
Last pushed
Feb 02, 2023
Commits (30d)
0
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