Getting there slowly! To be perfectly honest it doesn't seem to be working too well. Over-fitting is a big problem (which makes sense because most patterns in price are due to chance). I need to find a way to filter out noise. Recently I read a blog where someone had had some success with using multiple RSI's of different time periods so will try something similar eventually.
Heres part 2 of above.
http://www.relativevalue.com.au/blog/what-about-quality
Some code at the bottom for dollar neutral version of ev/ebitda
- Forums
- ASX - General
- Quantopian how tos
Quantopian how tos, page-3
-
- There are more pages in this discussion • 1 more message in this thread...
You’re viewing a single post only. To view the entire thread just sign in or Join Now (FREE)