tmqr / sg_discovery Goto Github PK
View Code? Open in Web Editor NEWStatus of SG Funds as of March of 2019
License: MIT License
Status of SG Funds as of March of 2019
License: MIT License
I would like to explore the possibility of using existing PAM signals or Alpha strategies to produce a High Conviction Index prototype.
I outline the concept here :
https://www.linkedin.com/pulse/engineering-financial-products-easier-trade-part-2-nikolas-joyce/
Essentally the concept engineers greater persistence and lower drawdowns by varying exposure depending on the effectiveness of the alpha generation process and mixing a passive expsoure to the underlying contract being traded.
To accomplish this protype, Oliver, I was wondering if you could provide some CSV files with time series data on 10-15 of PAM's top production alpha systems for each market you trade.
Additionally if you could provide the same data on the R&D alpha systems, again 10-15 per market.
I would also request that you separate the CSVs into long only, short only and bidirectional folders.
you can find the requested fields and an format here.
https://github.com/TMQR/SG_Discovery/blob/master/example%20exposure%20file.csv
feel free to post here if you have any questions on the concept.
A declarative, efficient, and flexible JavaScript library for building user interfaces.
๐ Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. ๐๐๐
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google โค๏ธ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.