leo chen

Hi mhallsmoore, I only can find the correct WorldQuant strategy be implemented by China's backtesting platform "UQER". The page below is describing WorldQuant strategy sample code for uqer platform, but...

Hi DirKFR, I don't know the differece between US stock market and China stock market. But it seems working in China's market. You can use SH50(Shanghai 50) or HS300(The 300...

Hi DirkFR, I update the rebalancing period for each strategy. Alpha 10 and Alpha 12's rebalancing period is 20 days. Only Alpha#18's rebalancing period is 1 day. If we only...

I want to explain the uqer's sample code. data['openPrice'] should be a dataframe showing below: ``` 000001.XSHE 000002.XSHE 000009.XSHE 000027.XSHE 000039.XSHE \ 20131106 7.474 8.054 5.972 3.548 12.213 20131107 7.363...

Hi All, I find more interesting article for deep learning. It runs through the sample code uing R on EUR/USD, Maybe this article is useful for you. http://www.financial-hacker.com/build-better-strategies-part-5-developing-a-machine-learning-system/

I have written the code for creating the dataframe like data['closePrice']. But I don't know how to pass the stock's porfolio weighting for position sizer. My code might be work...

I don't finish the alpha101's strategy. I still have some probelms. But I want to update my working. This is my codebase: [alpha101_qstrader_3.tar.gz](https://github.com/mhallsmoore/qstrader/files/586108/alpha101_qstrader_3.tar.gz) I download the Shanghai 50 stocks data...

I want to update the new version of my alpha 101's strategy. It includes qstrader folder and twentydays_liquidate_rebalance1.py. You should use the command: python twentydays_liquidate_rebalance1.py --tickers=SPY,AGG,AAPL > log5.txt You can...

I use Shanghai 50 stocks to produce alpha 101's formula. You should type the cmd: python twentydays_liquidate_rebalance1.py --tickers=000001SS,600000SS,600016SS,600030SS,600050SS,600111SS,600519SS,600795SS,600893SS,601006SS,601169SS,601288SS,601336SS,601601SS,601669SS,601800SS,601901SS,601989SS,600010SS,600018SS,600036SS,600104SS,600150SS,600585SS,600837SS,600958SS,601088SS,601186SS,601318SS,601390SS,601628SS,601688SS,601818SS,601985SS,601998SS,600015SS,600028SS,600048SS,600109SS,600518SS,600637SS,600887SS,600999SS,601166SS,601211SS,601328SS,601398SS,601668SS,601766SS,601857SS,601988SS > log5.txt You can see the figure below: ...

I have fixed this issue. It can't use click function. I remove the click function(red part) and add the parameter into main function(blue part).  Finally it works. Thanks