Atium Research quant research tools.
Project description
Atium
Modules
- Data Providers
- Calendar
- Returns
- Alpha
- Factor Loadings
- Factor Covariances
- Idio-Vol
- Benchmark Weights
- Strategy
- Optimization
- Quantile
- Optimizer
- Objective
- Optimizer Constraints
- Trade Generator
- Trading Constraints
- Signal
- Signal Combinator
- Equal
- Inverse Volatility
- Fama Macbeth
- Elastic Net
- Alpha Generator
- Grindold and Kahn
- Risk Model
- Estimation
- Construction
- Cost Model
- No Cost
- Linear Cost
- Backtester
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