Welcome to Orca’s documentation!

Contents:

• Introduction
• Tutorial
  • Play with data
  • Build cache
  • Write alphas
  • Choose universes
  • Performance analysis
    • Plotting
  • Parallel
• Code Documentation
  • mongo – MongoDB interface
    • mongo.base
    • mongo.kday
    • mongo.quote
    • mongo.adjquote
    • mongo.index
    • mongo.sywgquote
    • mongo.industry
    • mongo.components
    • mongo.interval
    • mongo.jyfund
    • mongo.barra
  • data – Build data cache
    • data.base
    • data.csv
    • data.hdf
  • alpha – Alpha interface
    • alpha.base
    • alpha.expression
  • operation – Alpha transformations
    • operation.base
    • operation.neutralize
    • operation.decay
    • operation.barra
    • operation.api
  • universe – Universe filters
    • universe.base
    • universe.ops
    • universe.rules
    • universe.special
    • universe.factory
    • universe.common
  • perf – Performance analysis
    • perf.analyser
    • perf.performance
    • perf.plotter
    • perf.util
  • utils – Utilities for parallel&testing
    • utils.parallel
    • utils.dateutil
    • utils.rand
    • utils.testing
• Tools
  • Performance summary
  • Plotting
  • Correlation report
  • Alpha combiner
• Submit Alpha
  • Example

Indices and tables

• Index
• Module Index
• Search Page