Following up to https://www.quantopian.com/posts/a-year-of-live-trading , here are the other two algos I was running during that period. Note that there was evidently some backtest overfitting, despite my best efforts.
Following up to https://www.quantopian.com/posts/a-year-of-live-trading , here are the other two algos I was running during that period. Note that there was evidently some backtest overfitting, despite my best efforts.
Notebook attempt 2, of the global ETF long-only "momentum" asset allocation.
Hang on give me a minute, it keeps trying to attach the previous notebook. Bloody hell.