Commit Graph

5 Commits

Author SHA1 Message Date
AlexCatarino 5389f9bf8b Implements python version of MaximumDrawdownPercentPortfolio
- Implements python version of `MaximumDrawdownPercentPortfolio`
- Implements python version of  `MaximumPortfolioDrawdownFrameworkAlgorithm`
2018-11-06 23:52:52 +00:00
David 537d168d4c Fix algo description 2018-11-04 12:28:19 +08:00
David c35649b1b5 Add support for trailing portfolio stop loss 2018-11-04 08:41:38 +08:00
David f41315cb69 Remove non-conforming features 2018-10-25 23:40:50 +01:00
David dfd8027715 Add regression algorithm - MaximumPortfolioDrawdownFrameworkAlgorithm 2018-10-25 00:03:57 +01:00