Q-API:
Quantitative Trading APIs

Designed to be simple, fast, and easy to use.

Use API

Features


  • - Portfolio optimizer: Mean Variance Optimization, Hierarchical Risk Parity and Kelly Criterion using Walk-forward approach
  • - Portfolio analytics from strategy returns
  • - Feature analytics using Cramer's V and Chi-Square statistical tests
  • - Stepwise Ensemble for Trade Selection (SETS) model
  • - Full HTML Tearsheet generation
  • - Market hours calendar for US markets

Coming soon:
  • - Black Scholes Merton Options Pricer


For more details please check out these blog-posts.

Free for personal use only. For non-personal or commercial use, please contact us at q-api@deltaray.io
Find the full Terms and Conditions here.


Open Source notices:
Q-API uses the following open source software: