Expand description
§Atelier
Provides a computational framework that can be used as a workshop to develop Financial Machine Learning models, especifically battle tested to the level of Market microstructure. Features include:
- Market Simulation: A synthetic simulation of a market, as detailed as the provided configuration.
- Market Replay: A high-fidelity reproduction of what actually happened, all the way down to the data granularity that is provided.
Modules§
- data
- Core data types and data structures.
- generators
- Stochastic data generation with probabilistic models.
- messages
- Messages structures for: Errors, Success, Events, and Logs.
- metrics
- Metrics calculation about various aspects and processes.