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Valery T

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Valery started the discussion

Getting current data in scheduled event

2 months ago


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

"The fundamental data is useless without Morningstar industry property."

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2 years 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."

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2 years 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: ..."

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2 years ago


Valery started the discussion

Variation of Correlation and Cointegration Approach

2 years ago


Valery's Badges

Algorithm Sharing

Shared an Algorithm with the Community

Unlocked: 05-06-2018

Backtester

User has made 100+ Backtests

Unlocked: 01-27-2018

Live Trading

Deploy Live Trading Algorithm

Unlocked: 05-09-2019

C# Programming

Prefer C# Programming Language

Unlocked: 05-08-2019

Python Programming

Prefer Python Programming Language

Unlocked: 04-22-2019