Hi,
I'm new here, but not new to quant finance, and I am trying to come to grips with the API. Frankly, I don't think the documentation is the best place to start - I quickly get lost in all these references to classes I don't know and relationships I don't understand.
Can someone lay it all out and explain how the Algorithm API relates to Pipeline, Alphalens, etc? And also possibly go more granular explaining things like how Pipeline objects interact with Factors and Filters and the interfaces between them?
Basically, I see all these pieces, but don't know yet how they fit together into a logical system.
I do think I'm asking for a lot - as such, any response will be appreciated with a debt of gratitude.
Dan