Kerberos007

Stock on the move: momentum

1

I can't seem to be able to reproduce your results with my own back-testing program. hence I installed the backtester yesterday, trying to run your program, and found some problems,...

4.7 simple_simulator_usage.py: assert error

5

I bought the book. trying to reproduce all the simulator results. everything looked good with position class & portfolio class, until I encountered the below assertion error, when running the...

ffn.core.calc_erc_weights(returns, initial_weights=None, risk_weights=None, covar_method='ledoit-wolf', risk_parity_method='ccd', maximum_iterations=100, tolerance=1e-08) great financial features. Kudos to the great work. one question: is there an API similar to the above ere_weights that can do 1...