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Auto Quant

Project description

PypI Versions PyPI - Downloads Python Versions Platform

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

Project details


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