jvanlandingham

icon indicating a website link https://www.linkedin.com/in/james-vanlandingham/

icon company SkyCrest Financial Group icon location Columbus, OH icon location Financial analyst working in asset management with a focus on both quantitative and fundamental research.

Results 3 issues of jvanlandingham

Critical values for no trend parameter in Coint function

3 comment

I am trying to run an Engle-Granger cointegration test using `statsmodels.tsa.stattools`'s `coint` function with no constant and no trend (using parameter `trend="n"`). For some reason it appears that there is...

Margin order cannot add remarks

2 comment

When placing a margin order using the `POST /api/v1/margin/order`, the `remark` argument does not have any effect. I have found this to be true in a library I am developing,...

Modifying Log Record; Adding Custom Records

Thank you for this wonderful library! I have a question regarding record logging during event-driven backtesting. I am using `.from_order_func` with several calculations performed per time bar (e.g., z-scores) all...