# 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
Metadata
1 maintainer
Release files for hft 1.0.1
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
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| hft-1.0.1.tar.gz | 4.4 MB | Details |
Release files / hft-1.0.1.tar.gz
| Download URL | hft-1.0.1.tar.gz |
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| Size | 4.4 MB |
| Tags | Source |
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