/alpha191

gtja alpha 191

Primary LanguagePython

alpha191

gtja alpha 191 python implementation

input

Dict<key, pd.DataFrame> The key includes the required data, such as close, open, high, low, volume, etc.

The key's value is a wide table dataframe, where columns are stocks, rows are dates. (Faster than some groupby methods.)

output

A wide table dataframe of the alpha values.