High-performance multi-factor quantitative framework built on Polars.
Reason this release was yanked:
Pre-alpha placeholder, use 0.2.0+
Project description
Elvers
High-performance multi-factor quantitative framework built on Polars.
Named after ELVES (Emission of Light and Very Low Frequency perturbations due to Electromagnetic Pulse Sources), the atmospheric lightning phenomenon that occurs at extreme speed.
Features (Coming Soon)
- Pure Polars-based lazy evaluation
- Expression-based factor computation
- Lightning-fast backtesting engine
- Professional-grade IC/ICIR analysis
Installation
pip install elvers
Author
Phantom Management
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