Documente Academic
Documente Profesional
Documente Cultură
External data
The Quant Workflow Database Construction
Zipline
Bloomberg Quantopian
Pyfolio
Datasets
Alphalens Open APIs (e.g.
Pipeline (Zipline / Research) W16 Yahoo, Google,
FinnHub)
UNIVERSE
DEFINITION Pyfolio
OBJECTIVE
RISK MODEL CONSTRAINTS
FUNCTION
Factor Optimization
ALPHA
Idea Sourcing Decisão COMBINATION
PORTFOLIO
CONSTRUCTION
PRIOR
PORTFOLIO
Backtest / Execution System Trade List