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Merge pull request #2938 from simonsonjack/cca_alpha

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New Alpha -- Contingent Claims Analysis Alpha
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Jared
2019-03-15 09:49:23 -07:00
committed by GitHub
parent bb24bb28b6 9c19e31c60
commit 10d1d3e854
2 changed files with 216 additions and 0 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
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@@ -36,6 +36,7 @@
<LangVersion>6</LangVersion>
</PropertyGroup>
<ItemGroup>
<Content Include="Alphas\ContingentClaimsAnalysisDefaultPredictionAlpha.py" />
<Content Include="Alphas\ForexCalendarAlpha.py" />
<Content Include="Alphas\GasAndCrudeOilEnergyCorrelationAlpha.py" />
<Content Include="Alphas\GlobalEquityMeanReversionIBSAlpha.py" />