Hello,
Has anyone attempted to implement the Leverage Space portfolio model? I was reading Ralph Vince's book , The Leverage Space Trading Model, however there's not much by way of mathematical expressions.
Also, I did find these resources to be somewhat helpful:
https://github.com/joshuaulrich/LSPM
http://blog.fosstrading.com/search/label/LSPM
Would be great to collaborate with the Quantopians on this!
Thanks
Adam