# 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
1 maintainer
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
File details
Details for the file hft-1.0.0.tar.gz.
File metadata
- Download URL: hft-1.0.0.tar.gz
- Upload date:
- Size: 4.4 MB
- Tags: Source
- Uploaded using Trusted Publishing? No
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
a9e493a2a48db7196e9f4892787fbb29251b40c90a84fddae37d085624301d0d
|
|
| MD5 |
25bac5b3afc1bc193e818b3273acbd9b
|
|
| BLAKE2b-256 |
80d0a14744994a1b884cccfda531049aff16b8097e37aa5824fd3d1c3a41d3bf
|
