Py

Yan Xiaowei

Quant

5,950

Backtests

16

Comments

6

Discussions

56

Public Algorithms

Experience points

17,029


Date Joined

13th April, 2017


BootCamp Progress

% Complete

% Solution Opened

% Incomplete


Activity


Yan left a comment on Pairs Trading - Copula Method vs Cointegration

Hi Karen Chaltikian Thank you for your question! It's a very interesting perspective.I unde...

2 years ago


Yan left a comment on Pandas.DataFrame from History method

If your stock list is very long, you can do the conversion in two lines:# prices is the historical D...

2 years ago


Yan left a comment on Daily and minute data in same algo.

Hi warren_harding . Yes! definitely you can. Here is a simple example:class BasicTemplateAlgori...

2 years ago


Yan started the discussion

Simple Global Market Rotation Strategy

2 years ago


Yan left a comment on Check if History() actually worked?

Hi Tayer, If you want to validate date, you can check TradeBar.EndTime. My Common method is to put t...

2 years ago