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EpsilonOcean left a comment in the discussion Factor Investing In QuantConnect - Research Notebook & Backtesting Algorithm
Hey, yep I just used Close not Open... So I guess we would just have to be mindful of what data is...
EpsilonOcean left a comment in the discussion Factor Investing In QuantConnect - Research Notebook & Backtesting Algorithm
Excellent post. There's a future leak in the presented factor (I had to figure out why performance...
EpsilonOcean left a comment in the discussion Fama-French Factors
Hi Shile Wen, I've unzipped and uploaded but am still getting the same error as above. Any ideas?
EpsilonOcean left a comment in the discussion Factor Investing In QuantConnect - Research Notebook & Backtesting Algorithm
Hey, yep I just used Close not Open... So I guess we would just have to be mindful of what data is...
EpsilonOcean left a comment in the discussion Factor Investing In QuantConnect - Research Notebook & Backtesting Algorithm
Excellent post. There's a future leak in the presented factor (I had to figure out why performance...
EpsilonOcean left a comment in the discussion Fama-French Factors
Hi Shile Wen, I've unzipped and uploaded but am still getting the same error as above. Any ideas?
3 years ago