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.
- peewee
- pandas
- ystockquote
$ git clone https://github.com/raj-krishnan/PyAlpha.git
$ cd PyAlpha
$ pip install -r requirements.txt
$ python setup.py install