Louis Szeto 19df3e1e48 Normalization of Minimum Variance Optimizer's output weight (#6999) ...

* Update Optimizers to use absolute total weight for budgeting

* Update regression test

* address peer review

* added remarks

2023-03-01 17:20:58 -03:00

..

Alphas

Fixes BasePairsTradingAlphaModel (#7003)

2023-02-24 10:20:01 -03:00

Execution

docs: portfolio readability fixes (#6553)

2022-08-17 10:23:40 -03:00

Portfolio

Normalization of Minimum Variance Optimizer's output weight (#6999)

2023-03-01 17:20:58 -03:00

Properties

Remove all nuspec files (#5311)

2021-02-18 17:13:11 -03:00

Risk

Reset trailing stop model highwater mark upon security liquidation (#6724)

2022-11-07 17:46:46 -03:00

Selection

Removes UncorrelatedUniverseSelectionModel (#6976)

2023-02-20 16:21:53 -03:00

CustomWeightingAlphaStreamsPortfolioConstructionModel.cs

Add new CustomWeight, AlphaModel for AlphaStreams (#6052)

2021-11-15 14:33:16 -03:00

NotifiedSecurityChanges.cs

Do not send internal SecurityChanges to Algorithm (#6118)

2021-12-21 20:24:32 -03:00

QuantConnect.Algorithm.Framework.csproj

Removes UncorrelatedUniverseSelectionModel (#6976)

2023-02-20 16:21:53 -03:00