Alpha development research system.
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.
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