How to use Portfolio Optimizer in backtest?
I find the portfolio optimizer very useful for building portfolio. How can I integrate this tool in my backtest? ...
I find the portfolio optimizer very useful for building portfolio. How can I integrate this tool in my backtest? ...
This tutorial will demonstrate how you can install Anaconda, a powerful package manager, on Microsoft Windows. What is Anaconda? Anaconda is a distribution of Python. It is free and open-source and makes package management and deployment simpler. Keep reading to see how. It is the standard platform for Python data science an ...
For the competition we should be having access to minute data right? But when i am trying to access minute data using REST API it gives the following error " ...
This may be a simple question. My trading idea is to buy stocks which have positive excess return base on CAPM theory. Anyone can give some guidance how the backtest code should be ...
Hi all, I have a question related to placing orders. I checked from Tech Doc that the order volume refers to the number of contract to buy. However, I want to buy for 1% of balance ...
隨著科技的進步,傳統的投資方式逐漸被量化交易所取代。量化交易,簡單來說,就是利用數學模型和程式化的方式分析市場,並自動執行交易。對於想要在金融市場中取得優勢的投資者來說,量化交易無疑是一個值得探索的選擇。 ...
In the summary report, there is a financing metric. Can anyone explain how it works? My capital at the lowest was 70k, drawdown max -2.5% but there is financing value shown in the summary report. By r ...
Hello community, I have a question regarding the dataset on the platform. I use the getHistoricalBar ...
Hey everyone! I’m working on an FX trading algo that’s been performing pretty well, but I want to make sure I include realistic assumptions for real market conditions. I know that swap fees are pretty common in ...
In backtesting, it seems economic data stream is only available in tick environment. Is it possible to use econ data for other time intervals? ...
When developing a trading algorithm, it may be the case where we have trained/built a particular model for a financial instrument and want to apply it on other financial sectors/markets. For such c ...
We are pleased to announce that ALGOGENE is now available as a plugin for MetaTrader (MT4 and MT5)! ...
Suppose we already have a python package/function created on a local machine. This article will guide you through the steps to plug into ALGOGENE for backtest, live-test or real-trading. ...
I have a strategy that works well with 3-hour candles. However, I don't see such option in the backtest setting. How can I do that? ...
Hi, my team is working on an algo project. Can we code and comment a backtest script at the same time? ...
I have a question regarding position netting. From the Tech Doc description here , it mentioned that PL will be realized when the ...
Have anyone successfully uploaded their stock dataset and do backtesting? I cannot find the .csv file that I have uploaded, in the "backtest" script. Thank you. ...
I see some brokers support multi-currency account. Just wondering are there any use cases specific for algo-trading? To me, it just like multi-currency account in bank for holding different ...
Visualizing datasets on ALGOGENE Research Lab is extremely simple. This articles shows you how to apply a popular Python charting library 'matplotlib' to acheive this. With 'matplotlib', you can cr ...
This article will introduce you to the top 3 ways you might not be fully taking advantage of to write better Python code, including: List Comprehension Dictionary Access ...
If you spend your days stitching together ETL jobs, watching dashboards, and taming semi‑structured logs, Python one‑liners can feel like superpowers. They compress intent into readable, testable s ...
Hey there! I have a backtest script containing multiple strategies. I managed the orders in a way that orders opened from the same strategy will have the same order reference. ...
Dear AlgoGene support team, I found it took time to run backtest, the work got lost if got disconnected. Is there a way to run the backtest in backend in batch? ...
Hi team, I am developing a strategy that use portfolio theory for asset allocation. I have gone through the whole tech doc but it seems the system currently doesn't provide a simple API for portfolio ...
Hi, I tried to use the getHistoricalBar to retrieve past price data based on the tech docs, but it doesnt work, got some missing evt or mevt error. ...