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hi, thanks for your work. I would like to print the output tensors to understand the code better, but it does not print out as expected. For example if I `print(y_true)` from [utils.py](https://github…
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Issue Description
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This issue is a floating tracking system for recording all the main defects and features addressed from a release to the other.
**Base Release:** RAVEN v.2.0
*…
alfoa updated
3 years ago
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In the second part of a paper of KeyQuant folks, is described the "Smart" Sharpe Ratio as an alternative to the classical Sharpe ratio for the estimation of portfolio performance, and maximising "Sere…
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I tried out few individual stocks like TSLA, GOOGL and AMZN. But I am encountering NaN backtest results for the same
![image](https://user-images.githubusercontent.com/40949756/128005909-70e037c1-630…
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Please use QuantConnect Lean for research and backtesting
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Operating system: _ ubuntu 20.04___
* Python Version: __3.8.10___ (`python -V`)
* CCXT version: _____ (`pip freeze | grep ccxt`)
* Freqtrade Version: _freqtrade-V___ (`freqtrade -V` or `d…
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We've had a few questions come up recently about how to execute and parallelize backtests, I'm opening this issue to document some thoughts. Nautilus currently runs a single backtest extremely fast an…
limx0 updated
3 years ago
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**Describe the solution you'd like**
As a trader, I would like my portfolio automatically re-balance how much is invested in each position so that I can maximize profitability and reduce risk.
**D…
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Hi! Thanks for all the great work, I am following this one since `0.5.4` and I am a big fan, hence I decided to contribute.
Since the `cvxpy` update `efficient_risk` either does not work as intende…
mkeds updated
3 years ago
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The risk-free rate is hard-coded in empyrial.py in line 197 (rf = 0.0).
Please change it to a variable so we can adjust it as needed.