After several years, I decided to stop using Quantopian. Here is an algorithm using Copula models. Hope you find it useful.
Godspeed Aqua Rooster, thanks for all of your great contributions.
We miss you Aqua Rooster.
Take care, Pravin. Hope you find greener pastures.
Here's the algo above, run over the most recent 2 years.
Best of luck to you always Aqua Rooster. Thanks for your contribution here. Will miss you.
Dan
Sad to see you go. I've learned a lot from your posts over the last year, even if I've never posted anywhere. I hope you find success on your next venture. Take care mate, and thank you for everything.
Best of luck Pravin. Hope you reconsider in the future.
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