Real-Time Quantitative Alpha Research & Execution Platform

Features

• Real-time data engine skeleton
• Momentum, Mean-Reversion, Cross-Sectional, Residual, PCA signals
• Ridge regression + PyTorch alpha model skeleton
• Long-short portfolio construction
• Backtesting with turnover, slippage, transaction cost
• Evaluation: Sharpe, max drawdown, t-test
• C++ execution simulation

Quickstart

git clone <repo>
cd alpha_research_real_time
python main.py

Notes

• Real-time skeleton is ready for integration with live market data
• C++ execution simulates latency and slippage
• Designed to demonstrate research + engineering + trading workflow