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Is it possible to use `ARMAResults` calculated using `statsmodels` as a mean model so that a volatility process can be added?
I wasn't sure how this might work but I was thinking of something along t…
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Hi there.
I've read all the articles in QuantStart.com and really love this project. But I notice that this project hasn't been updated for whole year. Just want to know does this project still al…
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**after typing this cmd in terminal:
pip install -r https://raw.githubusercontent.com/quantstart/qstrader/master/requirements.txt
I got this error, and the complete error message is attached. …
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I'm likely to be creating a module that will provide simulation of financial time series data in order to test certain statistical machine learning models.
The main reasons for this are:
- The data c…
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Hi,
when I run regime_hmm_backtest I get the message below:
"... self.config.CSV_DATA_DIR, self.events_queue,
AttributeError: 'YahooDailyCsvBarPriceHandler' object has no attribute 'CSV_DATA_…
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I'm not familiar with lapack or any linalg really, but I started this and got as far as:
```Nim
import
../../tensor/tensor, ../../linear_algebra/linear_algebra,
nimlapack
proc geqrf(m: ptr…
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@robertmartin8 hey!
Was wondering if zipline was being added to the library.
Looks very promising :)!!
I wanted to try it out with some backtests.
Best,
Andrew
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Resolve task 1
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Make Cholesky without using numpy
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Hi team,
Just thought I would pop in and say, I have written a python program to download all of FXCM's data, both historical and live.
My next move is to integrate QSTrader with FXCMs API.
Y…