falsealpha 0.2.0__tar.gz → 0.2.1__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {falsealpha-0.2.0 → falsealpha-0.2.1}/PKG-INFO +10 -2
- {falsealpha-0.2.0 → falsealpha-0.2.1}/README.md +9 -1
- {falsealpha-0.2.0 → falsealpha-0.2.1}/pyproject.toml +1 -1
- {falsealpha-0.2.0 → falsealpha-0.2.1}/.github/workflows/ci.yml +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/.github/workflows/publish.yml +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/.gitignore +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/CMakeLists.txt +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/LICENSE +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/cpp/include/falsealpha/eval.hpp +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/cpp/include/falsealpha/expr.hpp +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/cpp/include/falsealpha/gp.hpp +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/cpp/include/falsealpha/mat.hpp +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/cpp/include/falsealpha/ops.hpp +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/cpp/include/falsealpha/score.hpp +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/cpp/include/falsealpha/stats.hpp +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/cpp/src/bindings.cpp +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/cpp/src/eval.cpp +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/cpp/src/expr.cpp +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/cpp/src/gp.cpp +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/cpp/src/ops.cpp +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/cpp/src/score.cpp +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/cpp/src/stats.cpp +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/cpp/tests/helpers.hpp +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/cpp/tests/test_expr.cpp +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/cpp/tests/test_gp.cpp +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/cpp/tests/test_ops.cpp +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/cpp/tests/test_score.cpp +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/cpp/tests/test_stats.cpp +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/docs/demo.gif +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/docs/demo.tape +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/docs/report.png +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/scripts/noise_calibration.py +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/scripts/snoop_size.py +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/src/falsealpha/__init__.py +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/src/falsealpha/bench.py +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/src/falsealpha/binance.py +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/src/falsealpha/cli.py +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/src/falsealpha/firewall.py +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/src/falsealpha/panel.py +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/src/falsealpha/report.py +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/src/falsealpha/run.py +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/src/falsealpha/synthetic.py +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/tests/conftest.py +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/tests/reference.py +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/tests/test_bench.py +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/tests/test_binance.py +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/tests/test_cli.py +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/tests/test_firewall.py +0 -0
- {falsealpha-0.2.0 → falsealpha-0.2.1}/tests/test_reference.py +0 -0
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Metadata-Version: 2.4
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Name: falsealpha
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Version: 0.2.
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Version: 0.2.1
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Summary: A C++ alpha-mining engine that searches formulaic trading signals, then tells you which of its discoveries are fake.
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Keywords: quant,alpha,genetic-programming,backtesting,overfitting,deflated-sharpe
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Author: Owen Alderson
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- C. R. Harvey, Y. Liu, H. Zhu (2016). …and the Cross-Section of Expected Returns. *Review of Financial Studies* 29(1).
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- Z. Kakushadze (2016). 101 Formulaic Alphas. *Wilmott* 2016(84). [arXiv:1601.00991](https://arxiv.org/abs/1601.00991)
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## Disclaimer
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Research software, not investment advice. Backtested results do not predict future returns. falsealpha is not affiliated with or endorsed by Binance.
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## Data and licences
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`falsealpha data binance` downloads Binance's public historical data from [Binance Vision](https://data.binance.vision) to your own machine. Binance licenses that data under [CC BY-NC-SA 4.0](https://creativecommons.org/licenses/by-nc-sa/4.0/) with its own [dataset terms](https://data.binance.vision/Binance_Vision-Terms_of_Use.pdf): non-commercial use only, and anything you publish from it must credit Binance Vision and carry the same licence.
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The results in this README and `docs/report.png` are derived from Binance Vision data, so they are licensed CC BY-NC-SA 4.0, with credit to Binance Vision. The code is MIT.
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- C. R. Harvey, Y. Liu, H. Zhu (2016). …and the Cross-Section of Expected Returns. *Review of Financial Studies* 29(1).
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- Z. Kakushadze (2016). 101 Formulaic Alphas. *Wilmott* 2016(84). [arXiv:1601.00991](https://arxiv.org/abs/1601.00991)
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## Disclaimer
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Research software, not investment advice. Backtested results do not predict future returns. falsealpha is not affiliated with or endorsed by Binance.
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## Data and licences
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`falsealpha data binance` downloads Binance's public historical data from [Binance Vision](https://data.binance.vision) to your own machine. Binance licenses that data under [CC BY-NC-SA 4.0](https://creativecommons.org/licenses/by-nc-sa/4.0/) with its own [dataset terms](https://data.binance.vision/Binance_Vision-Terms_of_Use.pdf): non-commercial use only, and anything you publish from it must credit Binance Vision and carry the same licence.
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The results in this README and `docs/report.png` are derived from Binance Vision data, so they are licensed CC BY-NC-SA 4.0, with credit to Binance Vision. The code is MIT.
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[project]
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name = "falsealpha"
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version = "0.2.
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version = "0.2.1"
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description = "A C++ alpha-mining engine that searches formulaic trading signals, then tells you which of its discoveries are fake."
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readme = "README.md"
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requires-python = ">=3.10"
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