HarshishBedi/SigFlow-py

A modular Python framework for extracting short-term alpha signals from high-frequency market data (e.g., NASDAQ ITCH), with integrated backtesting, ML model integration, and dashboard visualization.

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README

SigFlow-py

A modular Python framework for extracting short-term alpha signals from high-frequency market data (e.g., NASDAQ ITCH), with integrated backtesting, ML model integration, and dashboard visualization.# SigFlow

SigFlow is a modular Python framework for extracting short-term alpha signals from high-frequency market data (e.g., NASDAQ ITCH). It integrates signal generation, backtesting, performance evaluation, and interactive dashboards, with support for advanced machine learning models.

Note: This project is currently under development. Contributions and feedback are welcome!

Getting Started

  1. Clone the repository:
    git clone https://github.com/<yourusername>/SigFlow.git
    cd SigFlow
  2. Install dependencies:
    pip install -r requirements.txt
  3. Run the pipeline:
    python main.py

Contributors

HarshishBedi

Issues