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### Expected Behavior
Equity value should be same as of starting equity value
### Actual Behavior
It changes based on number of data points
### Steps to Reproduce
1. Hardcode the close …
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When I'm importing data from Coinbase API (you don't need any API keys to reproduce the issue, just copy-paste the snippet below) ```self.buy()``` and ```self.sell()``` do not work at all. Although ``…
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Dear Alexander,
I'm reading your codes, simultaneously with the paper, and get a question:
There is an 'eta' in the paper, that described as the magnitude of influence of the return Rt on the Sharp …
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28 February 2020
**REVIEW**
One of the potential investment strategies for DAO funds can be having exposure on ETH fueling Ethereum blockchain ecosystem
**GOAL**
Creating a structured product …
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Unfortunately installing Zipline is a nightmare, only supports Python 3.5.
So maybe investigate open-source backtesters
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do you think you can actually achieve a annualized return of 185% and sharpe > 2.5 every month?
If you think it's not achievable, what do you think it's missing?
Overfitting? In-sample? look-back…
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Allocating part of the assets into Uniswap market making contract
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Where does Japonicus store its results achieved while still running?
Or does it only store the results when it has completely finished?
I am currently using the default setup which means it goes t…
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So `RcppParallel` is not cutting it for me. There has to be another way to speed these things up.
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A DCA Dollar cost average, make several buy orders and later close the trade when it reach a profit from last average price, what i see is that in orders are only registered the first buy and last clo…