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## Fama French Factor Model Help

I run a regression of a hedge fund's returns vs Fama French 3 factors. If I want to look at the distribution of idiosyncratic returns of a hedge fund, should I only use the residuals or the residuals+ ...

## on_bulkdatafeed 関数の「isSync」とは何ですか?

この例は技術文書で見ました。 「isSync」が何に使われるのか説明できる人はいますか? def = 'USDJPY' ...

## How to measure dispersions of stocks?

Given n stock time series X 1 , X 2 , ... X n , I want to measure how much they have dispersed over time. For example, are they moving "more together" this year co If there are only 2 time series, then I can just calculate the correlation of X 1 and X 2 . ...

## Connect Trading Account with Kucoin

ALGOGENE now supports users to trade with Kucoin accounts using ALGOGENE dedicated trading gateway! ...

## Hi , is it possible to import a cython module into

Hi , is it possible to import a cython module into the strategy code to use its functions ? ...

## Futures on Interactive Brokers

Is it possible to trade futures on Interactive Brokers through Algogene? I want to set up some TV webhooks for a few strategies I've developed but it appears that it may not be poss ...

In a simple setup, let's say (w 1 , w 2 ) are weights invested in assets 1 and 2. I only saw discussions when w 1 +w 2 =1, even if short selling is allowed. ...

## Unleashing the Power of Robo-Traders: A Comparative Analysis

In the fast-paced world of financial markets, algorithmic trading has emerged as a game-changer, providing traders with a competitive edge and the ability to capitalize on market opportunities swif ...

## How to implement CAPM?

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 ...

## Guideline to use ALGOGENE Wallet

What is ALGOGENE Wallet? It is a stored value digital card to make efficient online payment/transfer on ALGOGENE. Some of the benefits include: fast payment process to purchase on ALGOGENE ...

## How to close orders by orderRef?

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. ...

## How to register Bitget account for HK residents?

Hi, we are participants for the Algo Trading Challenge 2023/24 (Global) for the crypto stream. We check that Bitget website is not accessible for HK residents. How can we register Bitget acc ...

## Backtest setting question for competition

Hey there, I am a participant of the Algo Trading Challenge 2023/24 (Global) . Just want to clarify whether t ...

## Too annoying for IBKR to re-auth weekly...

Hi, does anyone use IBKR TWS for trading? I've been getting lots of "None" type returns from IBKR's API. Is IBKR's API still doing that thing where you have to install their clien ...

## Introducing Singular Spectrum Analysis (SSA) for Time Series Decomposition

By performing the Singular Spectrum Analysis (SSA) or Singular Value Decomposition (SVD) on moving average helps improve the sensitivity of the model to pivot points and rebounces. SSA is often use The aim of SSA is to decompose a time series into smaller components to better interpret its trends. SSA takes the chracteristic difference between a sliding window as the major contributing signal ...

## A good strategy must outperform in many uncorrelated assets?

Hello, I've been backtesting many different ideas and i have been talking with a friend about this topic and we conclude that there's no a general ...

## Guideline to setup Incoming Webhook Signal with TradingView

We are excited to announce the release of our latest feature - Webhook signal trading! Now, you can trigger your ALGOGENE strategies based on TradingView alerts! This means a new world of possibilities such as: ...

## Bond Market Introduction

A bond is a financial instrument typically issued by a government, company, or other entity to raise funds. A bond is a form of borrowing in which the issuer (debtor) lends money to the buyer (cred ...

## Guideline for Performance Report Generator

ALGOGENE is excited to announced a new system feature for performance report generation! Unlike usual backtest where you are required to code and define your trading logic/model, this function is f ...

## What is the best method to extrapolate financial time series?

As titled, from you guys experience, what would be the best extrapolation method suggested for future price prediction? ...

## A Python Example to Publish Trading Signal using REST API

Hi there! If you are managing your own trading system(s) on a local server, and want to list them on Algo Marketplace to attract inves ...

## Connect Trading Account with BingX

ALGOGENE now supports users to trade with BingX accounts using ALGOGENE dedicated trading gateway! ...

## What percentage of investor really make money?

Hi all, as titled, I am curious to know how many people can really make money in financial market. Any reference link to some research or reports will be much appreciate. ...

## Connect Trading Account with MEXC

ALGOGENE now supports users to trade with MEXC accounts using ALGOGENE dedicated trading gateway! ...

## Order closed with unexpected price

Hi there, I have a script running in the live-test environment. I found that one of my order for 7500HK was closed at \$4.77 on 7-Jul. However, I checked other data sources, the lowest price on that day doesn't hit that low. ...