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jankrepl
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deepdow
Portfolio optimization with deep learning.
https://deepdow.readthedocs.io
Apache License 2.0
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Implement MaximumDrawdown and fix bugs
#23
Closed
jankrepl
closed
4 years ago
jankrepl
commented
4 years ago
Implemented maximum drawdown
Implemented portfolio returns without rebalancing
Fix bug in log2simple conversion