849d7080a1
CSharp and Python versions of new alpha, MortgageRateVolatilityAlpha
2019-04-03 15:52:30 -07:00
10d1d3e854
Merge pull request #2938 from simonsonjack/cca_alpha
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New Alpha -- Contingent Claims Analysis Alpha
2019-03-15 09:49:23 -07:00
0b0f81d18e
Merge branch 'master' into price_gap_alpha
2019-03-12 10:37:49 -07:00
0f5bcd6454
Adds VIXDualThrustAlpha
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- Adds Python version
2019-03-05 23:02:24 +00:00
89817a7b96
Adds GasAndCrudeOilEnergyCorrelationAlpha
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- 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
df6bdedd64
Adds GreenblattMagicFormulaAlpha
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- Adds C# version
- Minor improments in python version
2019-03-05 22:53:38 +00:00
587bb4d279
Merge pull request #2979 from HalldorAndersen/patch-8
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Update and rename GreenblattMagicFormulaAlgorithm.py to GreenblattMag…
2019-03-01 17:27:23 -08:00
f0564c0821
Update and rename GreenblattMagicFormulaAlgorithm.py to GreenblattMagicFormulaAlpha.py
2019-03-01 17:15:59 -08:00
37affce63e
Merge branch 'master' into feature-2950-adds-csharp-alpha-stream-examples
2019-03-01 17:10:07 -08:00
6ca82fd196
Further Fixes From Peer-Review
2019-03-02 01:06:09 +00:00
774b32bc5f
Apply Fixes Suggested by Peer-Review
2019-03-02 00:34:12 +00:00
2a66b4d727
Merge pull request #2941 from simonsonjack/energy_correlation_alpha
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New Alpha -- Energy Correlation Alpha
2019-03-01 16:06:56 -08:00
70c0ba431c
Clean up ticker names/lists
2019-03-01 15:45:35 -08:00
8f9a7a073d
Update GreenblattMagicFormulaAlgorithm.py
2019-03-01 14:00:35 -08:00
61d95cce8c
Update GreenblattMagicFormulaAlgorithm.py
2019-03-01 13:58:24 -08:00
b05a1c9dd7
Update GreenblattMagicFormulaAlgorithm.py
2019-03-01 13:31:08 -08:00
8732e7fe8f
Update GreenblattMagicFormulaAlgorithm.py
2019-03-01 12:31:53 -08:00
be5958c46b
Update GreenblattMagicFormulaAlgorithm.py
2019-03-01 12:29:24 -08:00
0423e3d54d
Adds C# version of IntradayReversalCurrencyMarkets
2019-03-01 14:55:08 +00:00
4ae74a2c7b
Adds Python Alpha Algorithms to Project and Apply Standards
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- Adds Python Alpha algorithms to project
- Adds link to appear in Alpha Stream
- Rename algorithms' names to match file name
- Add/remove imports
- Order dictionary by value and key (if true values are the same, order by key)
2019-03-01 14:54:42 +00:00
c86e561b02
Added QC header and set fees to $0
2019-02-27 16:42:16 -08:00
9c19e31c60
Added security initializer line to set fees to $0
2019-02-27 16:40:38 -08:00
cabf062391
Adjusted universe filtering and SymbolData class to make reading cleaner
2019-02-27 16:19:05 -08:00
699ff5978f
Minor changes based on commets from Alex
2019-02-27 16:16:28 -08:00
f0cacfaf58
Added QC header info
2019-02-27 13:56:26 -08:00
5b152eab0c
SymbolData class and other changes based on comments from Alex
2019-02-27 13:54:49 -08:00
8551720095
changed class name per suggestion from Alex
2019-02-26 15:24:43 -08:00
dfbf0d899a
changed class name per suggestion from Alex
2019-02-26 15:23:49 -08:00
d9278cb247
changed class name per suggestion from Alex
2019-02-26 15:22:41 -08:00
25c663c079
Updated Greenblatt Magic Formula Alpha
2019-02-26 09:25:05 -08:00
7906fb19e2
Update GreenblattMagicFormulaAlgorithm.py
2019-02-25 10:12:00 -08:00
947a2760db
Create GreenblattMagicFormulaAlgorithm.py
2019-02-25 09:35:14 -08:00
d130cf09ee
Rewrote creation of volatility indicator
2019-02-25 08:47:13 -08:00
58f342ba5d
Merge branch 'master' into forex_triangle_alpha
2019-02-22 13:02:42 -08:00
307b53edd7
Changes to check that data for all currencies is availabe in each slice and decrease resolution to limit insights
2019-02-22 12:14:37 -08:00
72b74b06ad
Changed Bid-Ask and decreased resolution
2019-02-21 17:55:10 -08:00
67662375a9
Last changes, including time to maturity and emitting insights in only one direction
2019-02-21 17:26:00 -08:00
c1cdd06d85
Renaming share class alpha file and removing old version; updating VS project file
2019-02-21 16:42:14 -08:00
ad1cfb81a8
Insight prediction interval and magnitude change
2019-02-21 11:43:14 -08:00
861ea320da
New Alpha -- Price Gap Reversion Alpha
2019-02-21 11:38:07 -08:00
1562170959
New Alpha -- Energy Correlation Alpha
2019-02-21 11:34:19 -08:00
fab0e37235
New Alpha -- Dual Share Class Alpha
2019-02-21 11:18:46 -08:00
f0558a2765
New Alpha -- Contingent Claims Analysis Alpha
2019-02-21 11:00:13 -08:00
f5b9690966
New Alpha - Triangle Exchange Rate
2019-02-21 10:44:39 -08:00
7686ef3a89
Create TripleLeverageETFPairVolatilityDecayAlpha.py
2019-02-20 19:02:46 -08:00
bc2d1c1963
Added new alpha: Lunch Break Mean Reversion Alpha ( #2931 )
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* Create MeanReversionLunchBreakAlpha.py
2019-02-20 18:58:53 -08:00
42bd32b15c
Added new alpha: Global Equity Mean Reversion using IBS Alpha ( #2930 )
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* Create GlobalEquityMeanReversionIBSAlpha.py
* Update QuantConnect.Algorithm.Python.csproj
* Update QuantConnect.Algorithm.Python.csproj
* Update GlobalEquityMeanReversionIBSAlpha.py
* Update GlobalEquityMeanReversionIBSAlpha.py
2019-02-20 18:37:22 -08:00
0b5a302fb5
Trim and refactor
2019-02-10 18:27:54 -08:00
1001029cb4
Create IntradayReversalCurrencyMarkets.py
2019-02-11 01:00:40 +00:00
a2e0d6f3a4
Merge pull request #2897 from HalldorAndersen/patch-2
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Added Pump and Dump alpha algorithm
2019-02-07 18:29:22 -08:00
Jack Simonson