example notebook for the pairs spread strategy

Kismuz / btgym

Scalable, event-driven, deep-learning-friendly backtesting library

https://kismuz.github.io/btgym/

GNU Lesser General Public License v3.0

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example notebook for the pairs spread strategy #106

Closed mysl closed 4 years ago

mysl commented 5 years ago

Hi @Kismuz , I noted there are some strategies e.g PairSpreadStrategy_1, SSAStrategy_0 etc added. I am wondering if you could you add some example notebook about the state of the art result? Or at least maybe you can add some tensorboard train/test stats/plots so that we can have a sense of what level of performance it can achieve currently? Thanks a lot!

Kismuz commented 5 years ago

@mysl, those notebooks do exist but not brushed for publishing. [Un]luckily I'm currently involved in full-time project and just can't have time to properly describe and upload it. I'll try to make in nearest possible future.

mysl commented 5 years ago

@Kismuz thanks! looking forward to that. And congrats to your new adventure in your full time project