PyAlpha

PyAlpha is a open-source 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.

Credits

PyAlpha has been developed as a part of AE 663 (Software Development Techniques in Engineering and Science) project at IIT Bombay

Lead Developers:

• Raj Krishnan
• Tejaswi K. C.