It would be nice if an optimization method and functionality could be added to Q...perhaps Q2? Something such as a Bayesian or Particle Swarm optimizer?
Thanks!
It would be nice if an optimization method and functionality could be added to Q...perhaps Q2? Something such as a Bayesian or Particle Swarm optimizer?
Thanks!
Hello Shoib,
All of this is available:
http://docs.scipy.org/doc/scipy/reference/optimize.html
Plus, there is CVXOPT (although last I checked, it is not quite fully functional/supported - see https://www.quantopian.com/posts/help-w-slash-cvxopt). There have been requests for CVXPY, but to my knowledge, they have not gotten traction.
Awhile back, Thomas Wiecki was talking about hyperopt as an option, but I don't think it ever got released to Quantopian.