Commit Graph

1 Commits

Author SHA1 Message Date
Alexandre Catarino 761ea2571a Adds BaseAlphaModelFrameworkRegressionAlgorithm (#7107)
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* Adds BaseAlphaModelFrameworkRegressionAlgorithm

`BaseAlphaModelFrameworkRegressionAlgorithm` will be used to validate Alpha Model regression algorithm with the same universe.

- HistoricalReturnsAlphaModelFrameworkAlgorithm
- EmaCrossAlphaModelFrameworkAlgorithm
- MacdAlphaModelFrameworkAlgorithm
- RsiAlphaModelFrameworkAlgorithm
- BasePairsTradingAlphaModelFrameworkAlgorithm

* Addresses Peer-Review
2023-03-21 13:22:34 -03:00