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Author SHA1 Message Date
Ricardo Andrés Marino Rojas b4bad69772 Dynamically Adjust Risk Free Rate of Return (#7489)
Benchmarks / build (push) Has been cancelled
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* First attempt to solve the bug

* Enhance implementation

* Enhance implementation

* Simplify implementation

* Rebase regression stats

* Solve unit test bugs

* Review

* Update Rolling.Sharpe() method

* Update regression stats

* Update unit tests

* Update missing regression algos

* Update Rolling.cs

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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
 2023-10-02 13:42:28 -03:00
Martin-Molinero 4d55493000 Future and option universe selection improvements (#7313) 
* Normalize universe selection future and option creation

- Normalize universe selection future and option creation to include
  canonical securities enabling continuous future support

* Update existing regression algorithms

* Self review

* Address review

* Extra regression test check
 2023-06-13 10:32:26 -03:00