Skip to main content
Help us improve Python packaging – donate today!

High Frequency Portfolio Analytics

Project Description

# 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

## License

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

Copyright © 2015 PortfolioEffect

[PortfolioEffect Terms]: https://www.portfolioeffect.com/docs/terms

Release history Release notifications

This version
History Node

1.0.8

History Node

1.0.6

History Node

1.0.5

History Node

1.0.4

History Node

1.0.3

History Node

1.0.1

History Node

1.0.0

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Filename, size & hash SHA256 hash help File type Python version Upload date
hft-1.0.8.tar.gz (4.4 MB) Copy SHA256 hash SHA256 Source None Aug 8, 2017

Supported by

Elastic Elastic Search Pingdom Pingdom Monitoring Google Google BigQuery Sentry Sentry Error logging CloudAMQP CloudAMQP RabbitMQ AWS AWS Cloud computing Fastly Fastly CDN DigiCert DigiCert EV certificate StatusPage StatusPage Status page