Alpha Tutorials
The WebSim Team · 2015
This chapter provides a selection of expression and python examples to get a new user started. It also has descriptions of some common alpha examples with a discussion on good practices to follow when building alphas. Sample alpha expressions are provided in the chapter. The chapter explains how to code alphas in Python. Useful links to online Python tutorials are given in the chapter. The links are listed for user's convenience only. WebSim application is enabled to access market data on the back end by using the Python code, GetDataon, the data registry. Several common examples of how Python can be used are provided here. A list of SciPy's statistical functions can be found at SciPy.org. The chapter presents alpha examples showing the usage of a SciPy function called scipy.kurtosis() on close price for 11 days.