A protocol for quant funds and researchers to work together without revealing their IP.

<aside> 👉 Functions to integrate Judge Research into your fund’s research environment in minutes, not hours; as well as functions to improve your research & data environment.

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The SDK

Judge Research is meant to plug into your fund’s research environment with maximum flexibility. Most of the functions here are built to make that plugging-in process a matter of minutes. Some by extension increase the ease-of-use of research environments in general.

Calling Data

We have simplified the process to its basic steps: You simply (1) set the historical data parameters, (2) choose your data provider, (3) set your API key and (4) fetch your data, which shows up as nicely organized timstamped OHLCV data.

1. Define the Historical Data You would like to pull with HDParams()

The HDParams() class defines the parameters of the historical data you are about to pull.

It is good practice to align your historical data with that of the GA series to which you are submitting.

startDateString = "2019-07-01 00:00:00" 
periodsPerDay = 6 # Make sure this aligns with asset.interval 

startDate = datetime.strptime(startDateString, "%Y-%m-%d %H:%M:%S")
timeBack = datetime.now() - startDate
nObs = timeBack.total_seconds() / ((60*60*24) / periodsPerDay) 
nObs = math.floor(nObs)
print(nObs)

asset1 = HDParams()
asset1.exchange = "BINANCE"
asset1.ticker = "BTC-USD-SPOT"
asset1.set_start_date("2019-06-01 00:00:00")
asset1.interval = "4h"
asset1.num_periods = nObs

2. Data Provider Initialization

HD = Coinalytix()

The Coinalytix() class is a conduit to historical data for crypto spot, futures and options markets.

3. Set the API key .with_api_key(key)

You use .with_api_key() to supply it with an authentication key. It takes any string as an argument.

HD.with_api_key("hHV1QUTclB653YLvFJBJh5Pz0BayF251at64c9x9")

4. Fetch the data: .fetch_hd(HDParams)

x1 = HD.fetch_hd(asset)

Finally, the .fetch_hd() method accepts an HDParams object and returns a Pandas data frame with timestamped OHLCV data.

Formatting & Submission

Once you have done your feature engineering and you are ready to submit features to Judge Research, the SDK makes it easy to do so.