Simple Python snippets to get started with the Unravel API for portfolio backtesting and live weight retrieval.

This repository provides transparent, easy-to-understand code examples for:

• Getting Started: Quick setup and basic usage of the Unravel API
• Backtest Validation: Transparent backtesting code to validate portfolio performance
• Live Weights: Simple access to current portfolio allocations

• Transparent backtesting implementation with transaction costs
• Historical portfolio weights retrieval
• Performance visualization

• Real-time portfolio weight access
• Historical weight analysis
• Multi-portfolio support (beta.5, momentum_enhanced, etc.)

• Basic factor analysis using AlphaLens
• Portfolio factor historical data

# Clone the repository
git clone https://github.com/unravel-finance/api-guide.git
cd api-guide

# Install dependencies
pip install -r requirements.txt

# Set up environment variables
export UNRAVEL_API_KEY="your_api_key_here"

• pandas: Data manipulation
• matplotlib: Visualization
• requests: API calls
• alphalens-reloaded: Factor analysis
• finml-utils: Utilities

Run the complete portfolio backtesting example:

replicate_portfolio_backtest.ipynb

This notebook demonstrates:

• Fetching historical portfolio weights
• Getting underlying asset prices
• Running backtests with transaction costs
• Plotting performance results

Get current portfolio allocations:

get_live_weights.ipynb

Analyze portfolio factors:

factor_analysis_altair.ipynb
factor_analysis_carry_enhanced.ipynb
factor_analysis_retail_flow.ipynb

These snippets are licensed under the MIT License - see the LICENSE file for details.