High Frequency Portfolio Analytics
# Portfolioeffect hft Package for Python
Python API to PortfolioEffect cloud service for backtesting high frequency trading (HFT) strategies, intraday portfolio analysis and optimization. Includes auto-calibrating model pipeline for market microstructure noise, risk factors, price jumps/outliers, tail risk (high-order moments) and price fractality (long memory). Constructed portfolios could use client-side market data or access HF intraday price history for all major US Equities.
## Package Installation
python setup.py install
This package is released under the GPLv3 license. See the file LICENSE.
Usage of this package with PortfolioEffect services shall be subject to the [Terms of Service][PortfolioEffect Terms].
Copyright © 2015 PortfolioEffect
[PortfolioEffect Terms]: https://www.portfolioeffect.com/docs/terms