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Hi,
I tried installing as per the instructions and it came with the following error:
RuntimeError: Python is not installed as a framework. The Mac OS X backend will not be able to function corr…
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A nice example would be to compute the "Bayesian Sharpe Ratio" from a series of returns from a quantitative trading algorithm, like discussed in https://blog.quantopian.com/probabilistic-programming-i…
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I ran Japonicus overnight and got this error.
Maybe timeout?
```
Locale12
first unevaluated: 13
7 individues removed due to equality
[6]
EPOCH 59 &6
Maximum profit 43.902 Average …
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I realize this is probably a dumb question, but I'm not sure why, if I copy-paste the **/strategies/RSI.js** code into a new custom strategy .js file, then simply add:
```
this.addTalibIndicator('…
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Many methods have been suggested in the literature for detecting and mitigating overfitting.
Among them:
- White's reality check
- Harvey and Liu's Adjusted Sharpe Ratio
- Baley and Lopez de Pra…
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I have configured the config.js for trading on Poloniex, I have used both valid API keys, but I get an error message:
Gekko
encountered an error and can't continue
Error:
Poloniex requ…
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Similar to the rolling Sharpe Ratio plot, but just rolling annual volatility (which is simply the denominator from Sharpe Ratio). As well, overlay the rolling annual volatility of SPY, say, in a ligh…
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Dear Zipline Maintainers,
# Environment
I am using zipline within a quantopian Notebook
# Description of Issue
In the 'handle_data' function, i am calculating a SMA
when I calculate i…
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Dear Jesse,
I am writting because I am a student that is currently involved in R studio for an empirical papper at my University. The papper name is "Portfolio Management and Investment Strategies …
ghost updated
6 years ago
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The [backtestGraphics.Rnw](https://github.com/knightsay/backtestGraphics/blob/master/vignettes/backtestGraphics.Rnw) vignette does not build because there are several unescaped `&`, which causes `texi…