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Factor Inversion :-(
For those who are interested, I just posted a research piece to my blog site: ...
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Models mgerstein 15 671 Nov 13, 2018 10:16:37 AM
by InmanRoshi Last
Maximum yield over the previous N years
Hi All, I'd like to implement a dividend yield model based on the work of Geraldine Weiss. ...
Page:  1  2
Research smaug 10 213 Nov 13, 2018 7:48:05 AM
by dnevin123 Last
New problem with creating a Book Sim from 4 live ports
In the recent past, I was able to create and run a Book Simulation from 4 live ports. My goal is ...
Report a problem or error davidbv 3 128 Nov 12, 2018 1:50:22 PM
by davidbv Last
Simulation errors today
I've seen this type of simulation error report several times today. Has anyone else had the ...
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Report a problem or error wwasilev 12 315 Nov 12, 2018 11:24:36 AM
by aschiff Last
Systems Performance vs. Real-World Performance
This is an honest post to search for whether trading individual stocks is really worth it. I ...
Page:  1  2  3
Models mikeearl 21 1093 Nov 12, 2018 8:39:17 AM
by aebouvin Last
It's a beautiful day in the neighborhood!
P123 is clearly a machine learning tool. After all, a computer is telling me what stocks to buy on ...
Research Jrinne 0 148 Nov 10, 2018 12:07:35 AM
by Jrinne Last
Feature Request: base variable slippage on bid-ask spread
I would like to see the variable slippage be based on the bid-ask spread. I suggest the following ...
Feature Suggestions yuvaltaylor 5 151 Nov 9, 2018 10:27:54 AM
by Jrinne Last
Loblaw (L:CN) Spin-Off Handling
Hi Marco, Loblaw (L:CN) just had its spin-off go live today. The stock fell -20% but I don't ...
Report a problem or error Quantonomics 4 119 Nov 9, 2018 10:09:46 AM
by Quantonomics Last
Equity Curve Chart Drops to Zero
On all simulations, the equity curve chart line drops to zero today..
Report a problem or error sglinski 6 170 Nov 8, 2018 4:02:30 PM
by Jrinne Last
Portfolio Improvements
Critical work relating to portfolio transactions is now live. The aim was to enhance, correct, and ...
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Latest Release aschiff 13 559 Nov 8, 2018 2:52:30 PM
by yuvaltaylor Last
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