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Backtesting.py Line #954
https://github.com/kernc/backtesting.py/blob/7010d68ca3d3593457447e68d19efbf51c14ae72/backtesting/backtesting.py#L952
### Expected Behavior
```py
s.loc['Sharpe Ratio'…
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## Problem Description
https://github.com/stefan-jansen/machine-learning-for-trading/blob/main/18_convolutional_neural_nets/08_backtesting_with_zipline.ipynb
plot_rolling_returns: Passing list-…
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Here is another objective function which might be of interest to you: [Smart Sharpe Ratio - Part 2](https://www.keyquant.com/Download/GetFile?Filename=%5CPublications%5CKeyQuant_WhitePaper_APT_Part2.p…
ghost updated
3 years ago
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Hi there, slowly learning how to utilize PyPortfolioOpt. Thanks so much.
**What are you trying to do?**
I need the data underlying the efficient frontier as there additional analytics and plotting…
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## Explanation
We have just added documentation for our API at [api.infertrade.com](https://api.infertrade.com). This allows users of the infertrade package to make calls to our API if they want to…
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I think it happen just on `SharpeHyperOptLossDaily` and `SharpeHyperOptLoss` i tested all other strategies too
## Describe your environment
* Operating system:
```
-` …
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When I read the source code of 'Sharpe ratio' function, I found that the calculation doesn't take interest rate into account. The formula for SR is E[r - r_f] / sigma, where r_f is risk free rate. I t…
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Hi Robert
Its been a while since I have been in touch.
Just a quick hello to thank you for still updating the fabulous project with new features.
Keep up the good work!
Fig
lefig updated
3 years ago
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Hi,
I am trying to implement a portfolio optimisation that minimises the TE of port vs BM. In that sense I want a cut of so I want the te to be less than or equal to 0.1^2.
code so far:
```p…
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## Describe issue
Hi @iterativv ,
I'm not able to hyperopt any NFI strategy. I've tried both on my pc and on AWS instance (both using docker) but no luck.
Hyperopting any NFI strategy will alw…