David dfd8027715 Add regression algorithm - MaximumPortfolioDrawdownFrameworkAlgorithm

2018-10-25 00:03:57 +01:00

..

Alphas

Fix Python initialization and imports for multiple tests

2018-10-02 20:28:13 +02:00

Execution

Fix Python initialization and imports for multiple tests

2018-10-02 20:28:13 +02:00

Portfolio

Fix ScheduledUniverseSelectionModelRegressionAlgorithm.py regression failure

2018-09-28 15:17:38 +02:00

Properties

Add QuantConnect.Algorithm.Framework csproj

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

Risk

Add regression algorithm - MaximumPortfolioDrawdownFrameworkAlgorithm

2018-10-25 00:03:57 +01:00

Selection

Addressing reviews

2018-10-18 16:45:16 -03:00

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

Fix ManualUniverse duplicate effort

2018-10-12 18:30:04 -03:00

QuantConnect.Algorithm.Framework.csproj

Added MaximumDrawdownPercentPortfolio Risk Management Model

2018-10-25 00:03:36 +01:00

QuantConnect.Algorithm.Framework.nuspec

Add algorithm.framework nuspec file

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