Stefano Raggi cead4e608e Update EqualWeightingPortfolioConstructionModel to check for null targets

2018-08-21 18:10:52 +02:00

..

Alphas

Refactors RsiAlphaModel

2018-08-08 12:10:22 +01:00

Execution

Adding smarter methods for PortfolioTargetCollection

2018-07-27 10:48:55 -03:00

Portfolio

Update EqualWeightingPortfolioConstructionModel to check for null targets

2018-08-21 18:10:52 +02:00

Properties

Add QuantConnect.Algorithm.Framework csproj

2017-12-08 10:07:53 -05:00

Risk

Update Python version of MaximumDrawdownPercentPerSecurity to be same as C# version

2018-08-02 12:51:27 +02:00

Selection

Fix symbol name in ManualUniverseSelectionModel

2018-08-21 17:03:24 +02:00

INotifiedSecurityChanges.cs

Rename INotifiedSecuritiesChanged -> INotifiedSecurityChanges

2017-12-08 10:07:54 -05:00

NotifiedSecurityChanges.cs

Adds VWAP and STD execution models

2018-04-06 16:30:26 -04:00

packages.config

MV & BL portfolio optimization implementation

2018-07-24 16:53:11 +01:00

QCAlgorithmFramework.cs

Fix resolution of insight close times, allow user defined close times

2018-08-07 11:21:11 -04:00

QCAlgorithmFramework.Python.cs

Rename SetPortfolioSelection to SetUniverseSelection

2018-04-10 16:55:31 -04:00

QCAlgorithmFrameworkBridge.cs

Adds single Insight overload to EmitInsights

2018-05-29 22:42:16 +01:00

QuantConnect.Algorithm.Framework.csproj

Adds covariance parameter in IPortfolioOptimizer.Optimize

2018-08-20 20:51:02 +01:00

QuantConnect.Algorithm.Framework.nuspec

Add algorithm.framework nuspec file

2018-04-30 16:23:32 -04:00