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