quantconnect--lean

Author	SHA1	Message	Date
Grzegorz Wodnicki	3f818dc878	correlation as lean indicator #6983 (#7543 ) Benchmarks / build (push) Has been cancelled Build & Test Lean / build (push) Has been cancelled Regression Tests / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled Python Virtual Environments / build (push) Has been cancelled * correlation as lean indicator #6983 * correlation as lean indicator #6983, added SPY QQQ test and Spearman test * correlation as lean indicator #6983 * correlation as lean indicator #6983, fixes after review * correlation as lean indicator #6983, fixes after review * correlation as lean indicator #6983, fixes after review * correlation as lean indicator #6983, added AcceptsQuoteBarsAsInput Test * Minor review changes --------- Co-authored-by: Grzegorz Wodnicki <info@funchips.co.uk> Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>	2023-11-13 20:40:14 -03:00
Michael Handschuh	49af364055	Update Algorithm.CSharp to respect CA1304 and CA1305 Updates all occurrences of parsing/ToString-ing to go through the new StringExtensions methods that use CultureInfo.InvariantCulture See #3045	2019-09-12 15:30:45 -04:00
Jared Broad	fb7d1994ff	Tidy and add tags	2017-09-20 17:14:44 -04:00
AlexCatarino	c620b3a110	Adds Portfolio Optimization algorithm using Math.NET Numerics Adds PortfolioOptimizationAlgortithm.cs This algorithm uses Math.NET Numerics library, specifically Linear Algebra object (Vector and Matrix) and operations, in order to solve a portfolio optimization problem.	2016-06-17 17:51:12 -03:00

4 Commits