Hello GAT, I'm roadtesting my recently hacked together code to construct Panama curves, but having trouble recreating your results. Taking V2TX...
Hello, Question regarding using PySystemTrade in practice, when calculating the daily signals / positions do you update the...
Thanks for the reply (in Jan), I'm starting with recreating the carry data as this seems simpler. If I remember correctly, you said that you are...
Hi GAT, How do you decide if a live model is deviating from the distribution of returns in a backtest? Is there a standard test to apply to the...
just wondering if there are standard combinations of return statistics to give the fitness output value
for giggles i'm using sklearn and a genetic algo. library to optimize parameters for my trading strategy. in order to rank the sets of parameters...
I look forward to the extension (and blogpost). Would be reassuringly complete to have the stitching code for the example data files. Thanks
Hi GAT, thanks for releasing pysystemtrade to the great unwashed. finding it very educational. I'm trying to recreate the included data. The file...
Separate names with a comma.