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Hey,
I was wondering if there was a way to compute portfolio returns / sharpe ratio or drawdowns etc. as factors or GPU accellerated in general. I'm working on a project were I have to do alot of bac…
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**engine.add_exchange(
venue=BINANCE,
oms_type=OMSType.NETTING,
generate_position_ids=False,
starting_balances=[Money(1_000, USDT), Money(1, BTC)],
f…
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## Describe your environment
* Operating system: __ubuntu 20__
* Python Version: _____ (`python -3.6 & 3.8)
* CCXT version: _____ (`pip freeze | grep ccxt`)
* Freqtrade Version: ____…
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Hi @mmckerns !!
Thank you so much for your help.
I am trying to use mystic for a basic portfolio optimzation problem but i am getting strange results.
observe the accurate example below and mysti…
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Provide more performance measures than the ones currently provided. For example, the Sortino ratio.
This future feature is mentioned in the vignette:
https://cran.r-project.org/web/packages/portfo…
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Hi,
My algorithm was working normally until I started using Scipy minimization function to compute the portfolio weights. I used the same method in quantopian and I was not getting any problems run…
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Hi `deepdow`'s loss functions are implemented in such a way that
> the lower the value of the loss the better
I just want to clarify that since metrics always use the same loss functions during…
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Hi Ray Team,
I am trying to add custom_metrics to CLIReporter(), but got a default CLI report.
Could somebody give me a hand? Thanks in advance.
```
if __name__ == '__main__':
reporter = …
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Hello,
I have a sharpe of more than 500. Is this representative or is there something wrong with my config file ? I have a trailing_stop_positive of 0.0000000001. Maybe I shouldn't continue with th…
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