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Any plans on adding...
It's a variation on Anticor...
paper can be found https://doi.org/10.1016/j.physa.2019.04.185
ghost updated
3 years ago
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It is a gread work for the methods sharing.
Validate steps are done following the orders listed from the README and the results caculated are listed bellow:
![image](https://user-images.githubuserco…
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**What are you trying to do?**
I am trying to make sense of the output
**What data are you using?**
I generate my own stock_prices.csv with my current portfolio and use the example
```
impor…
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Great visualization for potential arb opps.
(1) I have verified a total of 19 trades placed over 28 days where trades submitted on 9 days (syntax "Entry:TRUE")
(2) There were an additional 10 t…
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Hi @Marigold,
You suggested to implement Ledoit-Wolf covariance estimation at the end of [modern-portfolio-theory.ipynb](https://github.com/Marigold/universal-portfolios/blob/master/modern-portfoli…
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### Purpose
Backtesting für Futures-Strategien mit einer Erweiterung des zipline-Frameworks.
### Level of Ready
_Umgebung_
- ~~Python 3.4~~
- ~~git~~
- ~~Github organization konto~~
- ~~zipline mast…
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Hi,
i found a viable Strategy in https://forum.gekko.wizb.it/thread-100-page-1.html
is there a way to make it available in Japonicus with basic Python knowledge?
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I’ve been repeatedly asked this question and my answer always was something like ‘I have no evidence’. Unfortunately, in this domain every person who able to say something valuable instantly turns co…
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#### Expected Behavior
Use case: we don't want to consider non-trading and/or no-holdings days in the Statistics.
#### Actual Behavior
Only C#.
#### Potential Solution
Create `IStatisticsServ…
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Hi everyone,
When I run Japonicus for one of my custom strategies it seems to work fine at first, then suddenly at a random point in time it will start giving `Error: config failure` errors and fin…