Epsilon

Epsilon is designed to introduce you to quantitative trading using time series data. It allows you to express your market intuition, insights and rules precisely using simple mathematical expressions. We have created a few simple examples for you experiment and learn approaches taken by quant traders in capturing various market themes such as momentum, reversion, correlation etc. There is also a detailed description of the functions along with elaborate backtesting tools so you can be sure your model is profitable before trading it!