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Dr.李
alpha-mind
Commits
8c5d660446f6c26413a7110d09cf419cb022a040
Switch branch/tag
alpha-mind
29 May, 2018
10 commits
remove unnecessary files
· 8c5d6604
Dr.李
authored
May 29, 2018
8c5d6604
commited missing part
· 881d14a2
Dr.李
authored
May 29, 2018
881d14a2
update example
· 058b7552
Dr.李
authored
May 29, 2018
058b7552
update strategy
· 070d867a
Dr.李
authored
May 29, 2018
070d867a
using more abstract factor model
· aa7b9e86
Dr.李
authored
May 29, 2018
aa7b9e86
reimplementation of risk model and mean variance builder
· b482c543
Dr.李
authored
May 29, 2018
b482c543
update er analysis
· 8b061a73
Dr.李
authored
May 29, 2018
8b061a73
added risk model
· 6b3f0a38
Dr.李
authored
May 29, 2018
6b3f0a38
update tests
· bce4c53e
Dr.李
authored
May 29, 2018
bce4c53e
made fetch industry workable with null codes
· bbfc8f37
Dr.李
authored
May 29, 2018
bbfc8f37
28 May, 2018
3 commits
update pfopt stamp
· f5cbde24
Dr.李
authored
May 28, 2018
f5cbde24
fixed composer
· e86f5927
Dr.李
authored
May 28, 2018
e86f5927
made sure u_name is in lower case
· 874233cc
Dr.李
authored
May 28, 2018
874233cc
27 May, 2018
1 commit
greatly enhance the optimizer performance by using factor model
· 8541e9e2
Dr.李
authored
May 27, 2018
8541e9e2
25 May, 2018
1 commit
Merge pull request #7 from iLampard/master
· 949d03a9
Dr.李
authored
May 25, 2018
fix rank with group function
949d03a9
23 May, 2018
7 commits
update airflow script
· a7e93310
Dr.李
authored
May 23, 2018
a7e93310
fix rank function and test_rank
· ca0b39e1
iLampard
authored
May 23, 2018
ca0b39e1
Merge pull request #12 from alpha-miner/master
· b3973859
iLampard
authored
May 23, 2018
merge update
b3973859
update examples
· 5b940f54
Dr.李
authored
May 23, 2018
5b940f54
update strategy
· ec08d8a0
Dr.李
authored
May 23, 2018
ec08d8a0
fixed bug in data preparing
· a19fddd6
Dr.李
authored
May 23, 2018
a19fddd6
Merge pull request #11 from alpha-miner/master
· f4ddddae
iLampard
authored
May 23, 2018
merge update
f4ddddae
22 May, 2018
6 commits
update strategy
· 48fc6a88
Dr.李
authored
May 22, 2018
48fc6a88
Merge branch 'master' of
https://github.com/wegamekinglc/alpha-mind
· cfdc9444
Dr.李
authored
May 22, 2018
cfdc9444
update strategy
· 32227589
Dr.李
authored
May 22, 2018
32227589
update engine
· d66ca648
Dr.李
authored
May 22, 2018
d66ca648
update examples
· d8390b86
Dr.李
authored
May 22, 2018
d8390b86
added one more test
· 65c347f3
Dr.李
authored
May 22, 2018
65c347f3
21 May, 2018
6 commits
more efficient fetch
· 47fe2c2f
Dr.李
authored
May 21, 2018
47fe2c2f
fixed tests
· e90c7f82
Dr.李
authored
May 21, 2018
e90c7f82
modified test universe
· f73bef69
Dr.李
authored
May 21, 2018
f73bef69
Merge remote-tracking branch 'origin/master'
· c95f7a2b
Dr.李
authored
May 21, 2018
c95f7a2b
update universe
· 9ace5e9b
Dr.李
authored
May 21, 2018
9ace5e9b
added fetch trade_status
· 9a15510b
Dr.李
authored
May 21, 2018
9a15510b
19 May, 2018
2 commits
update example
· 2c46b551
Dr.李
authored
May 19, 2018
2c46b551
modified constraints
· 741b2f62
Dr.李
authored
May 19, 2018
741b2f62
18 May, 2018
1 commit
added more constraints type
· a6557ea9
Dr.李
authored
May 18, 2018
a6557ea9
15 May, 2018
3 commits
fixed bug when single sub group having only one sample
· 89ecac54
Dr.李
authored
May 15, 2018
89ecac54
first simple treatment for price limit situation
· 620588f4
Dr.李
authored
May 15, 2018
620588f4
added chgPct in factor loading api
· 54134b44
Dr.李
authored
May 15, 2018
54134b44