Py

Valery T PRO

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4,299

Backtests

17

Comments

13

Discussions

10

Public Algorithms

Experience points

825


Date Joined

22nd May, 2015


BootCamp Progress

% Complete

% Solution Opened

% Incomplete


Activity


Valery left a comment on How can I exclude biotech industry?

The fundamental data is useless without Morningstar industry property.

12 months ago


Valery left a comment on How can I exclude biotech industry?

That does not help.Excluding sector "N" defeats the idea of this algorithm.

12 months ago


Valery left a comment on Variation of Correlation and Cointegration Approac...

It calculates correlation and cointegration for all pairs every day (40 days period).Problems: ...

12 months ago


Valery started the discussion

Variation of Correlation and Cointegration Approach

12 months ago


Valery started the discussion

How can I exclude biotech industry?

12 months ago




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