quant5
quant5
Some (poorly tested, illustrative only) sample code that generates aforementioned timeseries. I used a representative lower-frequency strategy with hold time 8 days. ``` # use opens and closes to approximate...
It's worth also mentioning that metrics in `freqtrade.data.metrics` are calculated off of the `trades` df, whilst calculating them from the daily `returns` df I made will yield different results. For...
Thanks for the resources. I will see if I have some capacity to build + share something like this. I'll probably start with backtesting as the usecase would primarily be...
fair. what is the expected behavior of poetry when one uninstalls and reinstalls python (in the same location)? This bug only started popping up when I upgraded Anaconda from 3.9...
There won't be a one-size fits all answer to this question. Some models e.g., ARIMA require stationary and attempt to handle the differencing for you. Depending on your data, you...
> Hey @quant5, thanks for raising this. We're aware of that but that section was copy-pasted so many times that we haven't found the time to fix them all. We'd...
Sure, will close this one.
@enzbus can this old issue be closed? https://github.com/cvxgrp/cvxportfolio/blob/master/setup.py#L21