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Frank started the discussion Running tests on a local Windows 10/Visual Studio dev environment
I'm prepping to try working on some of the Lean issues in github. I'm a Mac/Linux JVM guy, so I'm...
Frank started the discussion IBKR Lite
Is this as good as it sounds? No commissions? No account minimums? Unlimited trades? I have...
Frank started the discussion Fitness Score Component: Significant Length
How is Significant Length, part of the fitness calculation for alpha streams, calculated?
Frank left a comment in the discussion Novice struggling to use rolling window
Go to the Bootcamp and take the brand new Rolling Window tutorial. It will show you that you need...
Frank started the discussion Running tests on a local Windows 10/Visual Studio dev environment
I'm prepping to try working on some of the Lean issues in github. I'm a Mac/Linux JVM guy, so I'm...
Frank started the discussion IBKR Lite
Is this as good as it sounds? No commissions? No account minimums? Unlimited trades? I have...
Frank started the discussion Fitness Score Component: Significant Length
How is Significant Length, part of the fitness calculation for alpha streams, calculated?
Frank left a comment in the discussion IBKR Lite
Hmmm...IBKR web site says "Coming in October". It also says IBKR APIs are not supported...
Frank left a comment in the discussion Novice struggling to use rolling window
Go to the Bootcamp and take the brand new Rolling Window tutorial. It will show you that you need...
Frank left a comment in the discussion Running tests on a local Windows 10/Visual Studio dev environment
My original question still stands. Anyone out there run tests locally before submitting your...
Frank left a comment in the discussion Running tests on a local Windows 10/Visual Studio dev environment
Jason, I don't think that is going to work. Lean still relies on some Visual Studio capabilities...
Frank left a comment in the discussion Probabilistic Sharpe Ratio
This would lead to higher performing Alpha Streams. I would add it to the arsenal.
Frank left a comment in the discussion IBKR Lite
Hmmm...IBKR web site says "Coming in October". It also says IBKR APIs are not supported...
5 years ago