PyPortTickerSelector: A top tickers selection library using multiple indicators, performance metrics, strategies with benchmark

This paper presents PyPortTickerSelector, an automated ticker selection library designed to identify top-performing tickers based on predefined and user-defined strategies. The library supports various methods to calculate multiple indicators and performance-metrics. Users have the flexibility to customize the ticker selection process at every step, using built-in options or their own methods. The library achieves improved computational efficiency over manual analysis while maintaining approx 90 % test coverage for business logic. Validation includes comparison against benchmark performance, latency profiling, memory usage optimization, and statistical significance testing, addressing critical gaps in quantitative finance tooling. The library allows seamless integration with the PyPortOptimization Pipeline for portfolio construction.

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Publication Details

Journal
SoftwareX
Published
2026-01-08
DOI
https://doi.org/10.1016/j.softx.2025.102506
Primary Topic
Software System Performance and Reliability
Type
article
Field-Weighted Citation Impact
0.00
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article

PyPortTickerSelector: A top tickers selection library using multiple indicators, performance metrics, strategies with benchmark

R Harikrishnan, Rushikesh Nakhate, Neeraj Kumar Shukla
SoftwareX
Software System Performance and Reliability
article

PyPortTickerSelector: A top tickers selection library using multiple indicators, performance metrics, strategies with benchmark

R Harikrishnan, Rushikesh Nakhate, Neeraj Kumar Shukla
article en

Abstract

This paper presents PyPortTickerSelector, an automated ticker selection library designed to identify top-performing tickers based on predefined and user-defined strategies. The library supports various methods to calculate multiple indicators and performance-metrics. Users have the flexibility to customize the ticker selection process at every step, using built-in options or their own methods. The library achieves improved computational efficiency over manual analysis while maintaining approx 90 % test coverage for business logic. Validation includes comparison against benchmark performance, latency profiling, memory usage optimization, and statistical significance testing, addressing critical gaps in quantitative finance tooling. The library allows seamless integration with the PyPortOptimization Pipeline for portfolio construction.

SoftwareXVol. 33
Symbiosis International University (IN), King Khalid University (SA)
Industry, innovation and infrastructure
Openalex Percentile: Top 97%
Software System Performance and Reliability
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PyPortTickerSelector: A top tickers selection library using multiple indicators, performance metrics, strategies with benchmark — R Harikrishnan, Rushikesh Nakhate, et al. · SoftwareX (2026) | TGRS Research Map | TGRS