Engineering Quantamental Execution.
RAM Alpha delivers custom backtesting infrastructure and algorithmic modeling. We bridge deep fundamental valuation with precision technical triggers.
ram_engine.py
The R.A.M. Infrastructure
Institutional-grade tools for systematic alpha generation.
Risk
Portfolio variance and drawdown modeling.
Analytics Engine
Vectorized, point-in-time accurate backtesting using pandas and numpy.
def calculate_vectorized_returns(df):
df['log_ret'] = np.log(df['close'] / df['close'].shift(1))
df['strat_ret'] = df['position'].shift(1) * df['log_ret']
return df['strat_ret'].cumsum()
df['log_ret'] = np.log(df['close'] / df['close'].shift(1))
df['strat_ret'] = df['position'].shift(1) * df['log_ret']
return df['strat_ret'].cumsum()
Live Execution Simulation
Interactive volatility squeeze with automated trade triggers.
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