Proskurin Oleksandr

icon indicating a website link https://www.linkedin.com/in/proskurinolexandr/ icon indicating an email [email protected]

icon company Arkis icon location London icon location Co-Founder/CPO @ArkisXYZ, Founder/CIO @machine-factor-technologies, co-author of mlfinlab package

Results 4 issues of Proskurin Oleksandr

Z-score filter should also capture price spikes.

1 comment

Add parameter to z-score filter functions so that the filter may capture not only price spikes, but also price declines. For example in the implementation of the z_score_filter, there is...

Implement NNC as a part of codependence module

1 comment

**Is your feature request related to a problem? Please describe.** Paper https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3010414 describes the algorithm to be implemented.

enhancement
good first issue

Transaction costs calculation results in leveraging

1 comment

Due to the fact that cash levels can be negative in QsTrader, we have leveraging effect when transaction costs are included. For example, we have 100 000 USD in initial...

How to solve rate limit issue

5 comment

- OS: Mac OS - Programming Language version: Python - CCXT version: latest ccxt Hi, I am using ccxt for FTX trading to generate market orders. ``` exchange_client = ccxt.ftx(...

bug