Balaena QuantQuick Start
Getting Started with ADRS
Introduction
ADRS (Alpha Development Research System) is a python framework, designed to be fast, flexible, and allow users to compose alpha ideas with ease.
ADRS has different parts:
Data
Ingests, normalizes, and aligns data from multiple sources for efficient large-scale research.
Alpha & Portfolio
Compose alpha signals and portfolios with explicit, parameterized logic for rapid experimentation.
Performance
Backtest and evaluate strategies efficiently across large datasets and parameter spaces.
Report
Generate clear metrics, summaries, and visual outputs to communicate research results.
Want to learn more?
Read our in-depth What is ADRS introduction.
Terminology
Alpha: Refers to an insight or information edge that you know and others don't which is generally observed from historical market data. Not to confuse with alpha in portfolio which is used as a performance benchmark.
Datasource: Market Data aggregator and provider.
Installation
A minimum version of Python 3.12 required.
pip install adrsFAQ
Some common questions you may encounter.
Learn More
New here? Don't worry, we welcome your questions.
If you find anything confusing, please give your feedback on Github Discussion!