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Koller Lange: Final Project: Quantopian

I have tried to show you my work as best as I could most of these codes will return different %, mainly because I tried to show you how I messed around with % ordered, commission cost and also when the stock was bought and sold. I know this doesn't use any moving average and I hope you don't mind I tried writing this code instead of the one provided, I found this code off of youtube.com. and then changed it by what % I bought, when I sold and how many companies I invested in. I hope you like it and see I work hard on this project! also really enjoyed this project!

3 responses

Lower your beta and increase your sharpe and alpha

First off you end up shorting the stock originally (fixed in the version above) and also this has a high look ahead bias. Hope this helps you improve your algorithm

First off you end up shorting the stock originally (fixed in the version above) and also this has a high look ahead bias. Hope this helps you improve your algorithm