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### Expected Behavior
Calculate the strategy and display the result:
```
Start 2004-08-19 00:00:00
End 2013-03-01 00:00:00
Duration 311…
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Add the code from Ch 14: Backtest Statistics from Advances in Financial Machine Learning.
Be sure to answer the questions at the back in a Jupyter Notebook and add that to the research repo.
Ad…
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Older school metrics, such as `alpha`, `Sharpe's ratio`, and the like.
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- [x] Build loop to build portfolio by BGC by Site Series from submitted data points
- [x] Output portfolio by BGC for all site series in a grid layout.
- [x] Calculate the ratio of species at a set…
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Recent research points to inadequacy of sharpe (alone) as a fitness measure. Consider weighted fitness using tail ratio, benchmark alpha, kurtosis etc.
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#### Expected Behavior
same algorithm & data on windows 10 v.s. Linux Ubuntu 18.04.1
should return same STATISTICS results.
#### Actual Behavior
```
$ diff win10.txt linux.txt
8c8
< STATISTIC…
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When I'm using another dataframe from a file an try out the backtesting Quick Start strategy I get the message at the parameter '_trades' that the Dataframe empty is, although it isn't.
Can someone h…
AlgoQ updated
4 years ago
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The efficient frontier on your main page is very colorful and nicely formatted. But I couldn't find anything in your repository that creates it. All I could find was:
`Plotting.plot_efficient_front…
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@kernc I am working an issue where I need to use the abstract module of talib
```py
from backtesting import Backtest, Strategy
from backtesting.lib import crossover
from backtesting.test impor…
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**Describe the bug**
I attempt to call the HCAA (HierarchicalClusteringAssetAllocation) function like this:
hcaa.allocate(
asset_names=self.assets.columns.values,
…