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Access source code

Hi everyone!

Is there a way to access the of Quantopian source code to see how are the sharpe, alpha, beta values calculated and which free rate risk Quantopian is using?

Thanks in advance,

1 response

Quantopian uses a risk-free rate of zero. Regarding the source code, you can dig into https://github.com/quantopian/zipline. However, I don't know if they actually use the posted code, or if a separate code base is maintained for the Quantopian platform. Certainly, all code is not published openly.