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ekmmrs / DMD_sector_rotation

Code covering DMD sector rotation strategy
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to_returns() #1

Open jmdubish1 opened 5 years ago

jmdubish1 commented 5 years ago

Colton, this is good work. I think DMD has a huge place in algo trading it's largely unexplored. Thanks for the upload!

coltonfsmith commented 5 years ago

Hey, to_returns() is from the ffn package. I hope you were able to get it sorted! Glad you like the idea.