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read:
### stochastic programming
mathematical programming book
http://web.mit.edu/15.053/www/AMP.htm
mutistage stochastic programming
https://orbi.uliege.be/bitstream/2268/80246/1/MSPchap_pre…
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Im trying to backtest a pairs trading strategy but i don't know how to add multiple data frames to the backtester in order to add positions to each instruments according to the hedge ratio.
Is ther…
ghost updated
4 months ago
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I structure my accounts such that different sub-accounts contain only a single commodity. So, for instance, `Assets:Cash:INR` and `Assets:Cash:USD`, and so on.
When I have a transaction with postin…
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Just want to get the conversation going on IVolatility data source converter. I already started some preliminary work but there are a few questions that come up. I only have minute equity and options …
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**Describe the problem.**
This is a feature proposal to add a first version of the backtest module in gs_quant. This module is a work-in-progress and would continue to improve over the coming months.…
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Greeting's Guys if you wanted to fetch the access code automatically then follow the steps given below during registration you might get a warning ignore them because the app is under testing
step 1…
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Dear Zipline Maintainers,
Before I tell you about my issue, let me describe my environment:
# Environment
*Zipline 1.0.2
* Operating System: (Windows Version)
* Python Version: `$ python 3.4
…
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For the economic research of the project launch, everyone hopes that the project will start the economic model in that way during the pre-planning.
1. Crowdfunding pledge to create a liquidity pool
…
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Hi guys,
I just want to provide some input into the (drastic) effect that providing a prompt can have on the output quality.
(Note: I'm using commit 8fcfadbe due to #163, which is impacting all …
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Note: the issue was created automatically with bugzilla2github
Bugzilla bug ID: BZ#566
From: John Wiegley (@jwiegley)
CC: @thdox