jbhunter52 / Trading

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Create simulation optimizer #4

Open jbhunter52 opened 6 years ago

jbhunter52 commented 6 years ago

Create simulation run Optimizer class that allows creating of linear space for multiple simulation parameters

Output will be optimization objective including total growth and volatility

Measure volatility by r squared of linear regression of growth overtime

jbhunter52 commented 6 years ago

Created optimizer only on growth. Need to add volatility