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Dr.李
alpha-mind
Commits
c25eaf4a5d8e6eac9e3cca0ff07bf5e2bc7f7b73
Switch branch/tag
alpha-mind
24 May, 2017
1 commit
fixed linear builder when bm sum not to 1
· c25eaf4a
Dr.李
authored
May 24, 2017
c25eaf4a
17 May, 2017
3 commits
fixed unused variable issue
· 4ffafbb4
Dr.李
authored
May 17, 2017
4ffafbb4
added more test for linear build
· 9928de58
Dr.李
authored
May 17, 2017
9928de58
update linear builder to handle exchange limits
· ee85a1c4
Dr.李
authored
May 17, 2017
ee85a1c4
15 May, 2017
4 commits
update
· bac6614c
Dr.李
authored
May 15, 2017
bac6614c
added example directory
· a01cabdd
Dr.李
authored
May 15, 2017
a01cabdd
added new file for back testing
· f391d805
Dr.李
authored
May 15, 2017
f391d805
used relative risk measure
· b4f25246
Dr.李
authored
May 15, 2017
b4f25246
14 May, 2017
5 commits
continuing fixing
· d97004fc
Dr.李
authored
May 14, 2017
d97004fc
fixed travis
· f134756d
Dr.李
authored
May 14, 2017
f134756d
simplify codes
· e25b625d
Dr.李
authored
May 14, 2017
e25b625d
added more test
· d533b7a2
Dr.李
authored
May 14, 2017
d533b7a2
added factor analysis
· e9a1e696
Dr.李
authored
May 14, 2017
e9a1e696
13 May, 2017
2 commits
update notebook
· 8a369262
Dr.李
authored
May 13, 2017
8a369262
finally we remove the dependency on cython
· 8e2520bc
Dr.李
authored
May 13, 2017
8e2520bc
12 May, 2017
1 commit
added more notebooks
· 692bd963
Dr.李
authored
May 12, 2017
692bd963
11 May, 2017
1 commit
update one more database
· 9b102854
Dr.李
authored
May 11, 2017
9b102854
10 May, 2017
7 commits
using dict instead of array to avoid overflow problem
· d7f8463a
Dr.李
authored
May 10, 2017
d7f8463a
small enhancements
· beb0dcd3
Dr.李
authored
May 10, 2017
beb0dcd3
update linear model
· 104437fd
Dr.李
authored
May 10, 2017
104437fd
added linear model
· 6f03cfe2
Dr.李
authored
May 10, 2017
6f03cfe2
one more example
· 0afa057f
Dr.李
authored
May 10, 2017
0afa057f
Merge branch 'master' of
https://github.com/wegamekinglc/alpha-mind
· 4d6de4ea
Dr.李
authored
May 10, 2017
4d6de4ea
reformat codes
· 4faceefc
Dr.李
authored
May 10, 2017
4faceefc
09 May, 2017
10 commits
try disable jit to make coveralls work
· 62f5ccf7
Dr.李
authored
May 09, 2017
62f5ccf7
Update .travis.yml
· 5e369db0
Dr.李
authored
May 09, 2017
5e369db0
Update .travis.yml
· c69c9ef6
Dr.李
authored
May 09, 2017
c69c9ef6
Update .travis.yml
· d19333d8
Dr.李
authored
May 09, 2017
d19333d8
Update .travis.yml
· 9efb42ed
Dr.李
authored
May 09, 2017
9efb42ed
Update README.md
· 953c6d8f
Dr.李
authored
May 09, 2017
953c6d8f
Update README.md
· 7c4d60af
Dr.李
authored
May 09, 2017
7c4d60af
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
3 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
