Please refer to the medium post:

• How to Build Quant Algorithmic Trading Model in Python
• How to generate an AI Alpha Factor in Python

Jupyter notebook to execute alpha research process without Machine Learning. Functions are defined in myalpha package.

Add Machine Learning to generate Alpha vector on top of the base process.

This include the following modules used in the notebook for basic alpha research

Utility functions to handle input data

Statistical (PCA) based risk model functions

Defines Alpha Factors

Classes and functions for Machine Learning process to create AI Alpha

Performance measurement and visualization functions using alphalens

Optimization classes to calculate optimal holding based on the constraints