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Algo Quant vesion 0.0.2 has been released.

Home 21090308 Forums General Category General Discussion Algo Quant vesion 0.0.2 has been released.

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  • #1858
    hessinemaaoui
    Keymaster

    This is a trial version of Algo Quant, an integrated quantitative trading strategy research and back testing system.

    This release contains the following.

      • dynamic optimization of parameters w.r.t. historical data

     

    • some performance measures, e.g., sharpe ratio, omega

    This version is not backward compatible with all previous releases.

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