Auto Quant
Project description
AutoQuant
AutoQuant is an out-of-the-box quantitative investment platform.
It contains the full ML pipeline of data processing, strategy building(includes AI & traditionals), back-testing, and covers the entire chain of quantitative investment: alpha seeking, risk modeling, portfolio optimization, and order execution.
With AutoQuant, users can easily try ideas to create better Quant investment strategies.
Quick Start
Installation
pip install --upgrade autoquant
Data Preparation
collector = Collector.default()
data = collector.daily_prices(market=Market.SZ, code='002594', start=date(2021, 11, 1), end=date(2021, 11, 5))
Advanced Topics
Data Provider
- BaostockProvider
- TushareProvider
Release history Release notifications | RSS feed
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