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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 History

This version
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1.0.8

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1.0.6

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1.0.5

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1.0.4

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1.0.3

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1.0.1

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1.0.0

Download Files

Download Files

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File Name & Checksum SHA256 Checksum Help Version File Type Upload Date
hft-1.0.8.tar.gz (4.4 MB) Copy SHA256 Checksum SHA256 Source Aug 8, 2017

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