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**Issue by [MrDAndersen](https://github.com/MrDAndersen)**
_Thursday Jun 23, 2016 at 16:15 GMT_
_Originally opened as https://github.com/hadley/devtools/issues/1235_
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We have a package availabl…
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Hello all!
I wonder if you've tried to use Sharpe ratio directly to optimize portfolio selection? With controlling both mean and variance parts it seems to allow control risk management of portfoli…
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Looking at your stats.py code (see below), I see that you have the skew and kurtosis. However, I am not able to use it using empyrical.
SIMPLE_STAT_FUNCS = [
cum_returns_final,
annual_re…
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* **I'm submitting a ...**
[X] probably bug report
* **Action taken** (what you did)
Simply one **backtest**, in **Gekko UI** current version (Gekko v0.5.7 and Gekko UI v0.2.0.), from **kraken**…
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Gab0, this is a great feature! However, I am running into a bit of an issue with it and wanted to make you aware. When using the TOML files, I noticed random attempts will miss parameters. Here is the…
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Thank you guys for creating this tool, it has been very useful so far in my testing. I apologize if this is not the right place to be asking this question, but I'm running into an issue.
Testing ou…
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I'm interested in optimizing the sharpe ratio, or weighing sharpe optimization against profit. Seems like this would be a useful feature.
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according to [wiki](https://en.wikipedia.org/wiki/Sortino_ratio), sortino should be calculated as:
```py
negative_returns = np.minimum(daily_returns, 0)
return np.mean(daily_returns) …
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No final results after 800 Epochs and RBB Strategy Fails?
Never had an error like this prior to v0.54 update.
```
====== EPOCH 799/800 ======
Locale9
first unevaluated: 4
2 individues rem…
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Hi there,
I was having trouble running the backtest example from the readme. I run
`$ python buy_and_hold_backtest.py`
And result in the following:
```
(qstraderp3) root@desktop:~/qstrad…