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Tokyo Quantopian User Group Vol4 Handson Algorithm

This is the material for Tokyo Quantopian User Group Vol4.

9 responses

Crack Spread

Notebook for Crack Spread strategy

Calendar Spread

Notebook for Calendar Spread

Updated.

Trial modification of the calendar spread algorithm.

クラックスプレッドにSMAを入れてみました

単純なカレンダーです

エントリ

  • 順ザヤ
  • サヤが移動平均より上

クローズ

  • サヤが移動平均より下

Researchで確認しました.