# Portfolioeffect hft Package for Python 

Python API to PortfolioEffect cloud service for backtesting high frequency trading (HFT) strategies, 
intraday portfolio analysis and optimization. Includes auto-calibrating model pipeline for market
microstructure noise, risk factors, price jumps/outliers, tail risk (high-order moments) and price 
fractality (long memory). Constructed portfolios could use client-side market data or access HF 
intraday price history for all major US Equities.

## Package Installation

	python setup.py install

## License

This package is released under the GPLv3 license. See the file LICENSE.

Usage of this package with PortfolioEffect services shall be subject to the [Terms of Service][PortfolioEffect Terms].

## Copyright

Copyright &copy; 2015 PortfolioEffect

[PortfolioEffect Terms]: https://www.portfolioeffect.com/docs/terms

