Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Can someone demonstrate using order_optimal_portfolio with an old ML algo?

I have a simple ML algo derived from Gus Gordan, that uses volume deltas to predict the next day's closing volume delta. If the delta is positive, it will sell, if it is negative, it will buy (buy low, sell high). I'm in the process of trying to add other classifiers and make a portfolio of stocks, but before I get there, I have to understand how this thing works!

Thank you!

1 response