Dirk

There's a fairly active thread on the 101 Formulaic Alphas at Quantopian (not sure if Mike approves of the link to them...): [https://www.quantopian.com/posts/the-101-alphas-project](url) Towards the bottom of the dicussion, there's...

Hi easytrader, I have no means to quickly replicate the strategies on uqer.io - the numbers look impressive in back-test. Since this seems to be a daily rebalancing approach, it...

Hi Femtotrader, Not sure if you still monitor this - I was having the same question. One thing I could think of is to use a sort of backtest-loop-counter and...

Hi Ryan, Thanks for your thoughts. I believe the RiskManager is the right place. It already has access to the Portfolio object, so that should be fairly easy to do...