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QuantifiLib

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QuantifiLib is a modular Python library for event-driven strategy research, developed by Quantifi Sogang. It supports data loading, signal engineering, backtesting, portfolio optimization, time series modeling, and causal inference for systematic finance.

backtestingfinancial-analysisfinancial-datafinancial-machine-learningfinancial-time-seriesmachine-learningml-financeportfolioquantifi-sogangsogang-university
Creat：2025-07-13T15:23:27
Update：2025-07-17T21:52:05
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