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Hi there, I have a question about the pairs trading backtester: how would you calculate the ROI of the algorithm?
  • jacoporepossi
  • Opened 
    on Dec 6, 2022
  • #48

ds = YahooStockDataSource(cachedFolderName=cachedFolderName, dataSetId=dataSetId, instrumentIds=instrumentIds, startDateStr=startDateStr, endDateStr=endDateStr, event= history ) This line gives following ...
  • shrjawa
  • 3
  • Opened 
    on Oct 6, 2021
  • #47

Hello, I am new to the toolbox. I have the following questions: 1) When I try to modify the strategy, I add some features like ma_50, ma_200, the current ma value minus the previous one etc., and ...
  • Erica-Ko
  • Opened 
    on Jan 24, 2021
  • #46

Stock Price and Future Price should be the average of bid and ask; parentheses are needed.
  • jhurley13
  • 2
  • Opened 
    on Jun 6, 2020
  • #43

Very interesting code to ML for Trading. Having tried tensorboard --logdir=tb_logs/ for several times, still couldn t view the live plots because of Tensorboard timeout issue. Is there anyway to solve ...
  • Pinkmei
  • 1
  • Opened 
    on May 31, 2020
  • #42

Hello guys, i m trying to run the code. Can you help with this issue?! Thanks DataFrame object has no attribute set_value
  • rdpreg
  • 3
  • Opened 
    on Mar 29, 2020
  • #40

your PnL calculation for the exit scenario is wrong elif abs(zscore[i]) 0.5: money += countS1*S1[i] - S2[i] * countS2 count = 0 not sure what you are resetting count ...
  • PercyARS
  • 1
  • Opened 
    on Jan 19, 2020
  • #29

In cell 124 can you make the print statement python 3 compatible (the rest of the print statements are)? Also, in cell 122 Adj Close should be adjClose .
  • yankovai-google
  • Opened 
    on Nov 4, 2019
  • #25

On the notebook Integration, Cointegration... The chart just above the title Testing for cointegration is wrong on the github preview. I think it just needs reuploading. This is mine: image
  • worthy7
  • 1
  • Opened 
    on Aug 26, 2019
  • #24

Getting this error message, what is the fix? Thanks Capture2
  • tonyatayi-dev
  • Opened 
    on Jun 23, 2019
  • #23
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