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Hi,
I have a question about the possibility of passing the weights variable to ef.portfolio_performance.
In the base_optimizer.portfolio_performance the parameter weights exists but in ef it could n…
ghost updated
4 years ago
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Make it a child of the `ErrorEstimator` class.
Mentioned in section 4.5 (iii) in the paper. See https://towardsdatascience.com/calculating-sharpe-ratio-with-python-755dcb346805 as an example implem…
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#### Expected Behavior
After running Forex algorithm with large Net loss should calculate statistics.
#### Actual Behavior
This can return Infinity:
```
return Math.Pow((performance.Average…
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## Background
Zipline currently requires two special data inputs for simulations: "Benchmark Returns", which are used to calculate the "Alpha" and "Beta" metrics, among other things, and "Treasury …
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(Not sure if the feature has implemented or not)
When we have multiple metric that can evaluate the models, e.g., metric A and B.
Assume we have trained 100 trials for metric A and saved the predict…
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I've two question:
1. I'm using Talib SMA , sma data can output normally, but can't count in the Equity and other results.
2. Can backtest plot with "Strategy" value. That means only display the …
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I first met several problems when installing all required packages and then open the requirement file, installing each package separately.
However, later I met this problem:
(qstraderp3) bash…
zf480 updated
4 years ago
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#### Expected Behavior
Python libraries listed in DockerLeanFoundation have the newest version possible.
#### Actual Behavior
Since the libraries' versions are fixed, they can be outdated.
##…
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What version of Python is it best run this project on?
I'm a newbie to Python, have installed 3.7 and am getting "AttributeError: 'DataFrame' object has no attribute 'ix'" error trying to run the e…
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- [ ] Research on possible algorithms
* Examples:
* [Deep Recurrent Factor model using LSTM with LRP by K Nakagawa - 2019](https://arxiv.org/ftp/arxiv/papers/1901/1901.11493.pdf)
- [ ] Imple…
eleow updated
4 years ago