Py

Andrew Czeizler

Quant

588

Backtests

23

Comments

4

Discussions

19

Public Algorithms

Experience points

520


Date Joined

24th May, 2015


BootCamp Progress

% Complete

% Solution Opened

% Incomplete


Activity


Andrew left a comment on Algo Framework ETF Momentum Rebalancing using Mean...

Hi all!I am also getting errors when trying to backtest this algorithm.Best,Andrew...

5 months ago


Andrew started the discussion

Increasing the frequency of trading - copula algorithm.

6 months ago


Andrew left a comment on Copula Pairs - Hour Frequency audit

Another backtest attached.I doubt the algorithm is correct as the portfolio weigthts of the instrume...

7 months ago


Andrew left a comment on Copula Pairs - Hour Frequency audit

Attached is a bit longer backtest-  Backtest Handled Error: Order Error: id: 38, Insuffici...

7 months ago


Andrew left a comment on Copula Pairs - Hour Frequency audit

The error is -Backtest Handled Error: Order Error: id: 40, Insufficient buying power to complete ord...

7 months ago




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