New Alpha -- Price Gap Reversion Alpha

This commit is contained in:
Jack Simonson
2019-02-21 11:38:07 -08:00
parent e706769852
commit 861ea320da
2 changed files with 206 additions and 1 deletions
@@ -39,6 +39,7 @@
<Content Include="Alphas\ForexCalendarAlpha.py" />
<Content Include="Alphas\GlobalEquityMeanReversionIBSAlpha.py" />
<Content Include="Alphas\MeanReversionLunchBreakAlpha.py" />
<Content Include="Alphas\PriceGapMeanReversionAlpha.py" />
<Content Include="Alphas\RebalancingLeveragedETFAlpha.py" />
<Content Include="Alphas\TripleLeverageETFPairVolatilityDecayAlpha.py" />
<Content Include="BasicSetAccountCurrencyAlgorithm.py" />
@@ -241,4 +242,4 @@
<Target Name="AfterBuild">
</Target>
-->
</Project>
</Project>