Author: Fitzroy Wang
Version: v0.1.1
This repository is designed for utilizing WorldQuant API. If you're interested, you are welcomed to contact our community SCUTquant by scanning QR code below. Just feel free to contact us through our WeChat official account backend. If you like this repositry, please give us a star⭐️. We will always be committed to improving this repository.
- Always pay attention to your alpha expression, directory path and other parameter settings when making changes.
- Add backfill function to template expression generator to process data with high missing percentage.
- Solve the problem of non-unique index.
- Add dataset and datafield information into output file, as alphas constructed from different datasets may show different features, which helps reduce product correlation.
- Add a record file as run log.
If you have any questions or concerns, please send email to 2404857128@qq.com.