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Dr.李
alpha-mind
Commits
4faceefc09cf1fbb69b984c80438df2c89f2fcfe
Switch branch/tag
alpha-mind
10 May, 2017
1 commit
reformat codes
· 4faceefc
Dr.李
authored
May 10, 2017
4faceefc
09 May, 2017
3 commits
update notebook
· 39930004
Dr.李
authored
May 09, 2017
39930004
Merge branch 'master' of
https://github.com/wegamekinglc/alpha-mind
· 4a28b3d1
Dr.李
authored
May 09, 2017
4a28b3d1
added long short builder and its corresponding tests
· 2360f393
Dr.李
authored
May 09, 2017
2360f393
08 May, 2017
3 commits
install the requirements
· f1822a35
Dr.李
authored
May 08, 2017
f1822a35
added tests for risk analysis
· 27436224
Dr.李
authored
May 08, 2017
27436224
modified risk analysis implementation
· c53b8804
Dr.李
authored
May 08, 2017
c53b8804
07 May, 2017
13 commits
update example
· 9391fbd1
Dr.李
authored
May 07, 2017
9391fbd1
update example
· 291d2135
Dr.李
authored
May 07, 2017
291d2135
allow lower bound and upper bound on risk exposure
· 4e2a6b04
Dr.李
authored
May 07, 2017
4e2a6b04
use simpleutils to save work
· 69289f41
Dr.李
authored
May 07, 2017
69289f41
sorry this is a typo
· f945baa4
Dr.李
authored
May 07, 2017
f945baa4
retry twice
· 1b4e9857
Dr.李
authored
May 07, 2017
1b4e9857
retry
· 77a5902e
Dr.李
authored
May 07, 2017
77a5902e
need sudo
· d3b173e7
Dr.李
authored
May 07, 2017
d3b173e7
sorry, the import is wrong
· ef40004c
Dr.李
authored
May 07, 2017
ef40004c
added missing .coveragerc file
· 573028c3
Dr.李
authored
May 07, 2017
573028c3
try using a lower compiler directive
· 9aa92615
Dr.李
authored
May 07, 2017
9aa92615
added missing dependency of g++
· 140fb485
Dr.李
authored
May 07, 2017
140fb485
update package structure
· 38c6fd52
Dr.李
authored
May 07, 2017
38c6fd52
06 May, 2017
3 commits
using new risk analysis api to simplify the example
· f19db18e
Dr.李
authored
May 06, 2017
f19db18e
added risk analysis stuff
· 455f5e96
Dr.李
authored
May 06, 2017
455f5e96
fixed linear build benchmark typo
· 1ed27984
Dr.李
authored
May 06, 2017
1ed27984
05 May, 2017
1 commit
added linear programming builder
· 0dce4df3
Dr.李
authored
May 05, 2017
0dce4df3
04 May, 2017
6 commits
update notebook
· bf2585a3
Dr.李
authored
May 04, 2017
bf2585a3
added example for uniform percent build in factor analysis
· d04f2033
Dr.李
authored
May 04, 2017
d04f2033
added portfolio builder based on percent
· 92ca2ac2
Dr.李
authored
May 04, 2017
92ca2ac2
sorry... I have to revert back some code to depend on cython
· 8c77b8e4
Dr.李
authored
May 04, 2017
8c77b8e4
restructure
· e9d233d4
Dr.李
authored
May 04, 2017
e9d233d4
remove the dependency of cython
· 8328777b
Dr.李
authored
May 04, 2017
8328777b
03 May, 2017
10 commits
change the implementation of groupby
· 3697dcb5
Dr.李
authored
May 03, 2017
3697dcb5
simplified the groupby and group_mapping function
· 34497c4c
Dr.李
authored
May 03, 2017
34497c4c
some change
· 636bc2c2
Dr.李
authored
May 03, 2017
636bc2c2
update benchmark and many numba function
· d94862d5
Dr.李
authored
May 03, 2017
d94862d5
improve the performance of winsorize
· 91f70b4e
Dr.李
authored
May 03, 2017
91f70b4e
improve the performance of winsorize
· 2990e8c3
Dr.李
authored
May 03, 2017
2990e8c3
fixed neutralize test issue
· 5ea39a77
Dr.李
authored
May 03, 2017
5ea39a77
some adjust
· 45fc0125
Dr.李
authored
May 03, 2017
45fc0125
restructure
· 414ed809
Dr.李
authored
May 03, 2017
414ed809
using numba instead of cython to simplify codes
· bbb01231
Dr.李
authored
May 03, 2017
bbb01231
