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Walter left a comment in the discussion Dual Momentum GEM strategy by Gary Antonacci
The day on which the algo is rebalanced can have a big impact on returns. Look at this article:
Walter started the discussion Requesting trailing 12 month fundamentals.
I had a discussion on the Slack channel about trailing 12 month fundamentals. Right now there is no...
Walter left a comment in the discussion Using Google Trends to Predict Markets
Exactly. I don't know if the scaling is just (current value) / (max historical value) or...
Walter left a comment in the discussion Using Google Trends to Predict Markets
I remember looking into this a while back and noticed the Google trends data has a look ahead bias....
Walter left a comment in the discussion Dual Momentum GEM strategy by Gary Antonacci
Any reason why those patterns should hold up going forward? If not, best best is to diverisfy...
Walter left a comment in the discussion Dual Momentum GEM strategy by Gary Antonacci
The day on which the algo is rebalanced can have a big impact on returns. Look at this article:
Walter started the discussion Requesting trailing 12 month fundamentals.
I had a discussion on the Slack channel about trailing 12 month fundamentals. Right now there is no...
Walter left a comment in the discussion Using Google Trends to Predict Markets
Exactly. I don't know if the scaling is just (current value) / (max historical value) or...
Walter left a comment in the discussion Using Google Trends to Predict Markets
I remember looking into this a while back and noticed the Google trends data has a look ahead bias....
Walter left a comment in the discussion Anybody can shine some light on build error?
I had the same error. You need to go to the file Lean\UserInterface\WinForms\LeanWinForm.resx and...
Walter left a comment in the discussion Dual Momentum GEM strategy by Gary Antonacci
Any reason why those patterns should hold up going forward? If not, best best is to diverisfy...
5 years ago