quantconnect--lean

Files

T

AlexCatarino 89817a7b96 Adds GasAndCrudeOilEnergyCorrelationAlpha

- 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

ForexCalendarAlpha.py

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

GasAndCrudeOilEnergyCorrelationAlpha.py

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

GlobalEquityMeanReversionIBSAlpha.py

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

GreenblattMagicFormulaAlpha.py

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

IntradayReversalCurrencyMarketsAlpha.py

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

MeanReversionLunchBreakAlpha.py

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

RebalancingLeveragedETFAlpha.py

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

ShareClassMeanReversionAlpha.py

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

SykesShortMicroCapAlpha.py

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

TriangleExchangeRateArbitrageAlpha.py

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

TripleLeverageETFPairVolatilityDecayAlpha.py

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