finlab▌

Quantitative trading strategy development, backtesting, and live execution using FinLab's data and simulation engine. \n \n Fetch 900+ financial data columns (price, fundamentals, valuation, institutional trading) via data.get() with universe filtering by market and industry \n Build stock selection strategies using FinLabDataFrame methods: trend detection, moving averages, ranking, and factor combinations with boolean logic \n Backtest strategies with sim() including risk management (stop-loss,