Marc Nunes

Quant

1,203

Backtests

12

Comments

1

Discussions

0

Public Algorithms

Experience points

957


Date Joined

12th December, 2015


BootCamp Progress

% Complete

% Solution Opened

% Incomplete


Activity


Marc left a comment on Is there a way I can do a sentiment analysis of st...

If anyone wants a small sample of Twitter sentiment on around 100 stocks over the last 5 weeks or so...

3 years ago


Marc left a comment on Does slippage really matter?

Slippage will definitely matter and I'd say one key element that you'd want to account for a...

3 years ago


Marc left a comment on Do moving averages actually work in identifying st...

Personally I could never get comfortable with MA techniques for this purpose- Sharpe too low, d...

3 years ago


Marc left a comment on This backtest result is too large to be visualized...

On another backtest, the following popped out:"TotalPerformance": { "PortfolioSt...

3 years ago


Marc left a comment on Trouble with implementing slippage

I don't know why the code didn't copy well... for(int i=0;i...

3 years ago