-
I am getting the following error "AttributeError: 'DataFrame' object has no attribute 'account_value'" when running backtesting from https://github.com/llSourcell/ChatGPT_Trading_Bot/blob/main/trading…
-
Hi Andreas,
ich bin sehr begeistert von Deiner Applikation, super Arbeit! Ein Aspekt jedoch den ich jedoch momentan noch unterentwickelt empfinde ist die Berechnung von Performance Kennzahlen für das…
-
It would be best for this package to be a collection of vectorized functions, rather than providing many extensions to dplyr itself, as those are hard to manage long term. Here is an analysis that sho…
-
Many thanks to [Ming Zheng of University of Gothenburg](https://sites.google.com/view/ming-zeng/research?authuser=0) for catching this bug. He writes:
> I am writing regarding a potential error in …
-
-
trying to unpack this. pd.Series.index returns integers when I pass a log return series to this function and thus (end_date - start_date) evaluates to a single element tuple
```
def get_years_past…
-
Afternoon,
This is an amazing package, thank you so much for it. I am trying to export the values calculated for the full tear sheet. I have tried to save the result to a variable but it doesn't s…
-
**Todo:**
Change the current "screenshot" :
1. Use the same placement for text and backtesting picture.
2. Attached are the backtesting results as png.
3. Use Sommelier font and colors for text.
Cha…
-
**Todo:**
Change the current "screenshot" :
1. Use the same placement for text and backtesting picture.
2. Attached are the backtesting results as png.
3. Use Sommelier font and colors for text.
Cha…
-
It's common practice in quant finance to use log returns (natural logarithm) when calculating an assets volatility, See: http://en.wikipedia.org/wiki/Volatility_(finance)
Log returns are primarily u…