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I am unable to understand how this code will work and where i have to put my quandl api key
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1
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23
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July 27, 2020
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How to liquidate all the positions of portfolio?
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1
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15
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July 27, 2020
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DATA
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1
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11
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July 21, 2020
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Ta-lib william indicator backtesting
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2
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39
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July 17, 2020
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Lookback period for Hurst Exponent calculation
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1
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59
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July 14, 2020
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Wrong price?
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1
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20
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July 4, 2020
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Why do we add 1?
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2
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28
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July 2, 2020
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RS Moving Average Crossover Strategy Pyhton Code Assistance
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2
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22
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July 2, 2020
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Will I get a Certificate on completing the Online Trading in Options Strategy- Beginner course?
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1
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14
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June 30, 2020
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Back testing for Beginner
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1
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8
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June 25, 2020
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Dispersion Trading Strategy
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3
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27
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June 22, 2020
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Help migrating a trading Algo from quantopian
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1
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18
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June 21, 2020
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Ideal strike price?
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1
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21
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June 20, 2020
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Which Strike price to select?
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1
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24
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June 20, 2020
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An example of calculating anualized sharpe ratio for clarify
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3
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51
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June 19, 2020
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Difference between Calendar Spread & Forward volatility strategy
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1
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280
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June 17, 2020
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Livetrading NIFTY-I & BANKNIFTY
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1
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23
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June 17, 2020
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Funds required to run strategy
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1
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6
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June 8, 2020
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How can you measure the return by last 5 to 3 line?
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1
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34
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June 8, 2020
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Https://quantra.quantinsti.com/community
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1
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8
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May 28, 2020
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Converting data in csv
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2
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47
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May 25, 2020
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Getting AttributeError: 'Strategy_SMA' object has no attribute 'records'
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3
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25
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May 20, 2020
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Debugging live/paper (not backtest)
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1
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10
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May 19, 2020
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Download link is not correct?
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1
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16
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May 10, 2020
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Disorganized data
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1
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13
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May 10, 2020
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Does any one know how can I get the 'quantstrat' package in R in order to work for 4.0 version?
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5
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82
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May 7, 2020
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Is the backtest with Python reliable enough?
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4
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22
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May 6, 2020
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Screener --- PSAR & EMA strategy on NIFTY200
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1
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21
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May 6, 2020
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NEED STRATEGY
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1
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27
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May 6, 2020
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ARCX:UPRO Quote
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1
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23
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May 5, 2020
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