Alpha Research Workflow

After two successful semesters of working on infrastructure for our quantitative research platform, we are now able to dynamically backtest virtually any signal-based strategy in just a few seconds. We have taken an object-oriented approach to our research platform in which the user is able to make an instance of a backtest object. Once the backtest object is created, the user designs their strategy using a class, which is then instantiated to be used in the backtest operations. Below I provide a walk-through that demonstrates how our researchers would typically use our platform to begin developing new alpha strategies.