Commit Graph

8 Commits

Author SHA1 Message Date
Martin Molinero 19f1806ddc Address review: readd Framework project 2019-04-03 21:55:43 -03:00
Martin Molinero 32ac3146b4 Merge Framework and Classic Algorithms
- Merging Framework and Bridge algorithms into classic QCAlgorithm
class.
- Removing Framework project, VS17 and VS15
2019-04-03 21:54:32 -03:00
AlexCatarino 89817a7b96 Adds GasAndCrudeOilEnergyCorrelationAlpha
- Adds C# version
- Some improments in python version
  - Refactors the CorrelationPairsSelection
  - Replace history request for rolling window
2019-03-05 23:01:07 +00:00
Jack Simonson 70c0ba431c Clean up ticker names/lists 2019-03-01 15:45:35 -08:00
Jack Simonson c86e561b02 Added QC header and set fees to $0 2019-02-27 16:42:16 -08:00
Jack Simonson 699ff5978f Minor changes based on commets from Alex 2019-02-27 16:16:28 -08:00
Jack Simonson dfbf0d899a changed class name per suggestion from Alex 2019-02-26 15:23:49 -08:00
Jack Simonson 1562170959 New Alpha -- Energy Correlation Alpha 2019-02-21 11:34:19 -08:00