Jared 10d1d3e854 Merge pull request #2938 from simonsonjack/cca_alpha ...

New Alpha -- Contingent Claims Analysis Alpha

2019-03-15 09:49:23 -07:00

..

ContingentClaimsAnalysisDefaultPredictionAlpha.py

Added security initializer line to set fees to $0

2019-02-27 16:40:38 -08:00

ForexCalendarAlpha.py

Apply Fixes Suggested by Peer-Review

2019-03-02 00:34:12 +00:00

GasAndCrudeOilEnergyCorrelationAlpha.py

Adds GasAndCrudeOilEnergyCorrelationAlpha

2019-03-05 23:01:07 +00:00

GlobalEquityMeanReversionIBSAlpha.py

Further Fixes From Peer-Review

2019-03-02 01:06:09 +00:00

GreenblattMagicFormulaAlpha.py

Adds GreenblattMagicFormulaAlpha

2019-03-05 22:53:38 +00:00

IntradayReversalCurrencyMarketsAlpha.py

Further Fixes From Peer-Review

2019-03-02 01:06:09 +00:00

MeanReversionLunchBreakAlpha.py

Further Fixes From Peer-Review

2019-03-02 01:06:09 +00:00

PriceGapMeanReversionAlpha.py

changed class name per suggestion from Alex

2019-02-26 15:24:43 -08:00

RebalancingLeveragedETFAlpha.py

Apply Fixes Suggested by Peer-Review

2019-03-02 00:34:12 +00:00

ShareClassMeanReversionAlpha.py

Apply Fixes Suggested by Peer-Review

2019-03-02 00:34:12 +00:00

SykesShortMicroCapAlpha.py

Further Fixes From Peer-Review

2019-03-02 01:06:09 +00:00

TriangleExchangeRateArbitrageAlpha.py

Apply Fixes Suggested by Peer-Review

2019-03-02 00:34:12 +00:00

TripleLeverageETFPairVolatilityDecayAlpha.py

Apply Fixes Suggested by Peer-Review

2019-03-02 00:34:12 +00:00

VIXDualThrustAlpha.py

Adds VIXDualThrustAlpha

2019-03-05 23:02:24 +00:00