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Bala left a comment in the discussion From Research To Production -- Mean Reversion
Thanks for sharing Jack.When I modify this a bit--1. Add LiquidETFUniverse2. VWAP executionIt gives...
Bala left a comment in the discussion Fundamental Factor Long Short Strategy as an Alpha Model
Hi Alexandre, Thanks for the reply. I am getting the hang of it now.
Bala started the discussion QC500 Universe
Hello,
Bala left a comment in the discussion Fundamental Factor Long Short Strategy as an Alpha Model
This example is for equal weighted allocation. I am not able to figure out how to use an allocation...
Bala left a comment in the discussion From Research To Production: Stationary Processes and Z-Scores
Is there a way to select symbols in a similar way from the QC500UniverseSelectionModel?
Bala left a comment in the discussion From Research To Production -- Mean Reversion
Thanks for sharing Jack.When I modify this a bit--1. Add LiquidETFUniverse2. VWAP executionIt gives...
Bala left a comment in the discussion Fundamental Factor Long Short Strategy as an Alpha Model
Hi Alexandre, Thanks for the reply. I am getting the hang of it now.
Bala started the discussion QC500 Universe
Hello,
Bala left a comment in the discussion Fundamental Factor Long Short Strategy as an Alpha Model
This example is for equal weighted allocation. I am not able to figure out how to use an allocation...
Bala left a comment in the discussion Fundamental Factor Long Short Strategy as an Alpha Model
Thanks Jack, very helpful!
Bala left a comment in the discussion Documentation discussion algorithm-framework/overview
Very interesting. Can't wait to get my hands dirty. Alpha Factor models now seem possible on...
Bala left a comment in the discussion From Research To Production: Stationary Processes and Z-Scores
Is there a way to select symbols in a similar way from the QC500UniverseSelectionModel?
4 years ago