Overview
Q-API Service
Q-API is a specialized RESTful service providing advanced quantitative analysis, model building, and statistical testing capabilities for financial data. It is designed to help quantitative analysts, portfolio managers, and algorithmic traders analyze market patterns, create predictive models and test hypotheses with statistical rigor.
The service exposes multiple REST endpoints for:
- Building predictive models using Stepwise Ensemble for Trade Selection (SETS)
- Conducting statistical tests like Chi-Square and Cramér's V
- Portfolio optimization
- Strategy performance analysis
This documentation provides detailed guides on using each capability of the Q-API service, with examples and technical references to help you integrate these tools into your quantitative workflows.
Key Features
- Predictive Modeling: Create sophisticated models to identify market patterns and predict strategy performance
- Statistical Testing: Verify the significance of relationships between features (predictors or indicators) and targets
- Portfolio Optimization: Implement modern portfolio theory algorithms for optimal allocation across strategies
- Performance Analytics: Generate detailed performance reports for trading strategies
- Market Calendars: Retrieve trading hours and holiday information for US market
- REST API: Easy, language agnostic integration with your existing systems and workflows
Getting Started
To begin using Q-API, you'll need:
- API access credentials
- Prepared data in CSV format. This can be from MesoSim runs or other strategy sources
- Understanding of the methods provided via the REST endpoints
The following sections provide detailed information about each API endpoint, including parameters, request formats, and example responses.
Merlin
Merlin, the Strategy and Portfolio Optimizer relies heavily on Q-API and MesoSim APIs to provide a comprehensive set of tools. You can use Merlin as practical command line client of Q-API as well as a code-sample for integrating Q-API into your own applications.