Last released Jan 29, 2023
Vectorized quantile backtester.
Last released May 8, 2022
A simple toolbox to aid in the exploration of potential alpha sources.
Last released Feb 28, 2022
Performance analysis of predictive (alpha) stock factors
Last released May 16, 2021
Python package which manages CRSP & Compustat data. Uses MongoDB to store and query data.
Supported by
