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As a trader
I want to pick some existing rules to optimize my strategy and give them a weight
So that i gain time when creating my own custom hyperopt loss file.
Below an exemple on combination o…
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Hi,
I launched japonicus and let it compute... and finish.
It told me that some configurations provided some profits:
For instance:
> Locale6
> first unevaluated: 50
> 27 individues removed d…
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Tried to apply a window function to the existing pipeline that was running fine. Got the following error:
```
Traceback (most recent call last):
File "E:\soft\ide\PyCharm 2018.1.2\helpers\pydev\…
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Rather than use PyPortfolioOpt to weight or balance a set of stocks or assets, I am trying to use it to weight or balance a set of algo futures trading strategies. Trying to achieve what the README de…
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Hello - It seems to me that the Cumulative Performance in **reports.html** does not calculate correctly possibly since the point in time where the Strategy performance goes (incidentally) negative - t…
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I encountered a TypeError when trying to generate a report using the quantstats.reports.html function. The error message indicates an issue with the pivot method in the quantstats library.
Steps to…
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### Describe the usage question you have. Please include as many useful details as possible.
I want to use arrow to recode some project, for example, empyrical, pyfolio and backtrader, the first t…
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## Are you adding a new feature?
- [x] YES
- [ ] NO
# Are you enhancing the old feature?
- [ ] YES
- [x] NO
## Is your feature request related to a problem?
- [x] YES
- [ ] NO
…
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Hello @fmilthaler !
I'm having some dificulty to use ef_maximum_sharpe_ratio with a more "spreaded" allocation... Would it be possible to add some regularization function to avoid the optimizer to…
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# Goals
As a developer, I want to prevent backtest overfitting, so that I can find more True Positives and eliminate False Positives.
# Consider
- Consider using [pypbo](https://github.com/esvhd/py…