github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
13,113 Commits 16 Branches 4,269 Tags
17536
Commit Graph

4 Commits

Author SHA1 Message Date
JosueNina ed551458f5 Use EndTime instead of Time for indicator updates (#8860) 2025-07-08 17:47:00 -04:00
Derek Melchin 3eb9dbb55c Update Alpha.cs (#7630) 
The old description is incorrect. A stock can have positive Alpha but have negative Beta. In this case, if the benchmark increases, the performance of the stock may be dominated by its negative Beta, causing it to underperform the benchmark.
 2023-12-15 15:59:23 -03:00
Alexandre Catarino bf30c7d437 Remove Empty Line After Class Summary (#7621) 
The empty line causes a problem parsing the summary as the class description.
Removes `&` from S&P.
 2023-12-12 20:23:23 -03:00
Adrian Tkacz f4b41c5793 Alpha Indicator #6985 (#7566) 
* Alpha Indicator #6985

* Switched to RateOfChange and Beta

* Added RiskFreeRate param

* Added overload method (without name)

* Changed how Return is calculated
Code refactoring

* Use interest rate provider to automatically get the risk free rate

* Removed InterestRateProvider

* Applied Risk-Free Interest Rate Model

---------

Co-authored-by: Adrian Tkacz <adrian.tkacz@creatdy.com>
 2023-11-24 11:31:15 -03:00