Alpha development research system.

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  • License: GNU AFFERO GENERAL PUBLIC LICENSE Version 3, 19 November 2007 Copyright (C) 2007 Free Software Foun...
  • Author: Marcus Lee
  • Requires: Python >=3.12
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Project description

Alpha Development Research System

ADRS is a library that provides re-usable, extensible, atomic primitives (e.g. modeling, data loading, signal generation) to ease alpha research and discovery which later can be used for backtesting, simulation and trading signals generation.

Installation

pip install adrs

Usage

To see how to compose an alpha, refer to examples/example_alpha.py.

To see how to compose a portfolio (a collection of alphas), refer to examples/portfolio.py.

To see how to use the DataLoader, refer to examples/download.py.

Project details

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  • License: GNU AFFERO GENERAL PUBLIC LICENSE Version 3, 19 November 2007 Copyright (C) 2007 Free Software Foun...
  • Author: Marcus Lee
  • Requires: Python >=3.12
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1.1.1

1.1.0

1.0.9

1.0.8

1.0.7

1.0.6

This version

1.0.5

1.0.4

1.0.3

1.0.2

1.0.1

1.0.0

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