Skip to content

Shadow Quick Start

This quick start shows the intended mental model for shadow as the master project.

Workflow

A typical workflow looks like this:

  1. query or prepare market inputs with shadow-ingest
  2. define factors with shadow-factor DSL
  3. package strategy intent into a strategy spec
  4. submit one strategy or a batch of strategy specs to the engine
  5. run portfolio simulation, trade generation, and reporting

Strategy Spec Pattern

A strategy spec is the stable unit of strategy configuration in shadow.

A spec should describe things like:

  • universe or industry scope
  • factor inputs and ranking logic
  • rebalance schedule
  • portfolio construction rules
  • transaction-cost assumptions
  • execution constraints
  • report configuration

The goal is to keep the strategy definition declarative, reviewable, and reproducible.

Relationship Between Components

A simple split of responsibility is:

  • shadow-ingest: query and prepare market data inputs
  • shadow-factor: define and compute factor signals
  • shadow: assemble factors, specs, execution, and reporting into one workflow