Milos Tomic

How to implement portfolio from signals with 'exit' column?

1

I have a Pandas DataFrame with time-series index and columns `close_price, long_signal, short_signal, exit`. I am trying to backtest the strategy which can go both long or short but the...

EOFError: Ran out of input

4

## Specifications - Problem: Bug, feature request, or other? Bug - OS: WSL2 - Cvxportfolio version: 1.2.1 - Python version: 3.10.11 - Cvxpy version: Latest - Pandas version: 2.2.1 (tried...

How are returns computed?

1

In docs you state that the returns are computed as change between the next day and current day, i.e. r_t = p_{t+1} / p_{t} - 1 but in the examples...