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PyAlpha

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PyAlpha is a python toolbox for backtesting trading ideas. An Alpha is a concrete trading idea that can be simulated historically.

In PyAlpha, an 'Alpha' refers to a mathematical model or strategy, written as python code, which places different bets (weights) on different stocks, and is expected to be profitable in the long run.

Dependencies

  • peewee
  • pandas
  • ystockquote
  • numpy

Installation

$ git clone https://github.com/raj-krishnan/PyAlpha.git
$ cd PyAlpha
$ make

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A python toolbox to check the quality of alphas

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