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Update README.md Tests #107: Commit 3a777ac pushed by Sinbad-The-Sailor
February 25, 2024 20:09 1m 43s master
master
February 25, 2024 20:09 1m 43s
Update README.md Tests #106: Commit b2ff88e pushed by Sinbad-The-Sailor
February 25, 2024 20:07 1m 50s master
master
February 25, 2024 20:07 1m 50s
Speed improvement of GARCH model with Newton-CG instead of L-BFGS-B. Tests #105: Commit 0047fa0 pushed by Sinbad-The-Sailor
February 25, 2024 14:33 1m 50s master
master
February 25, 2024 14:33 1m 50s
Removed bad type hints. Tests #104: Commit ff9f1b0 pushed by Sinbad-The-Sailor
February 24, 2024 23:45 1m 57s master
master
February 24, 2024 23:45 1m 57s
Added types and removed legacy files. Tests #103: Commit 05b6db8 pushed by Sinbad-The-Sailor
February 24, 2024 20:39 1m 49s master
master
February 24, 2024 20:39 1m 49s
Working backtester with comparison to equally-weighted portfolio. Tests #102: Commit 0fc7741 pushed by Sinbad-The-Sailor
February 24, 2024 20:14 1m 52s master
master
February 24, 2024 20:14 1m 52s
Cache for GARCH variance. Speed increase x10. Tests #101: Commit ae02ccc pushed by Sinbad-The-Sailor
February 24, 2024 15:35 1m 47s master
master
February 24, 2024 15:35 1m 47s
Updated backtesting with timer. Tests #100: Commit d616352 pushed by Sinbad-The-Sailor
February 24, 2024 13:28 1m 45s master
master
February 24, 2024 13:28 1m 45s
Working new universe setup. Tests #99: Commit 23f3715 pushed by Sinbad-The-Sailor
February 24, 2024 12:05 1m 47s master
master
February 24, 2024 12:05 1m 47s
Update README.md Tests #98: Commit 00bf5f1 pushed by Sinbad-The-Sailor
February 18, 2024 20:26 1m 47s master
master
February 18, 2024 20:26 1m 47s
MPC working with covariance matrix risk aversion and l2 transaction c… Tests #97: Commit 53e947d pushed by Sinbad-The-Sailor
February 18, 2024 15:57 1m 45s master
master
February 18, 2024 15:57 1m 45s
Working covariance matrix based on historical data. Tests #96: Commit b70ae2c pushed by Sinbad-The-Sailor
February 17, 2024 15:57 1m 46s master
master
February 17, 2024 15:57 1m 46s
Working MPC model with minimal amount of variables. Tests #95: Commit c7ac4f7 pushed by Sinbad-The-Sailor
February 14, 2024 21:32 5m 57s master
master
February 14, 2024 21:32 5m 57s