About us¶

Authors¶

The following people are currently core contributors to sharpe’s development and maintenance:

Yu Jiang @walkacross

Join Core Team¶

We are looking for motivated contributors to become collaborators and help out with the project. We can start considering a candidate after several successfully merged Github pull requests. If you are interested, for more details, please, contact yu jiang (@walkacross) via email yujiangallen at 126.com.

Citing sharpe¶

If you use sharpe in a scientific publication, we would appreciate citations to the project.

@misc{sharpe,
  author = {Yu Jiang},
  title = {Sharpe: a unified, interactive, general-purpose environment in the context of quantitative trading},
  year = {2021},
  publisher = {GitHub},
  journal = {GitHub repository},
  howpublished = {\url{https://github.com/StateOfTheArt-quant/sharpe}},
}

Acknowledgements¶

sharpe derived from our initial project trading_gym, which now is a event-driven(or observer) design pattern, the code highly inspired by RQALPHA

This library is named sharpe to respect William F. Sharpe