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A python module for algorithmic trading and strategy validation

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AlephNull

AlephNull is a python module for the development and execution of algorithmic trading strategies. The library is being developed under commission by Carter Bain.

The module is built on top of the Zipline library, the backbone of the web-based backtesting platform Quantopian

The aim of the module is to extend the features of Zipline, for use within an institutional framework. We hope to use the module to standardize research across our trade desk and support live execution across all asset classes for our clients.

Dependencies (zipline)

  • Python (>= 2.7.2)
  • numpy (>= 1.6.0)
  • pandas (>= 0.9.0)
  • pytz
  • Logbook
  • requests
  • iso8601
  • python-dateutil (>= 2.1)

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A python module for algorithmic trading and strategy validation

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