Algo Quant vesion 0.0.7 has been released.

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    This is a trial version of Algo Quant, an integrated quantitative trading strategy research and back testing system.

    This release contains bug fixes and the following new features.

      • data adapter for Compustats data files


      • CAPM


      • Fama-Macbeth regression


      • Markowitz portfolio optimization


      • general portfolio optimization using Sequential Quadratic Programming


      • an intra-day volatility arbitrage strategy


      • Bloomberg API to download historical tick data


    • strategy templates for easy coding and simulation

    This version is not backward compatible with all previous releases.

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