Quantopian how tos, page-3

  1. 402 Posts.
    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
 
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