GitHub - algomaschine/advanced_position_averaging_model: a model (non-LM) that uses market regimes identification and position averaging techniques to trade BTC

algomaschine / advanced_position_averaging_model Public

a model (non-LM) that uses market regimes identification and position averaging techniques to trade BTC

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Name		Name	Last commit message	Last commit date
Latest commit History 9 Commits
ALGORITHM_PSEUDOCODE.md		ALGORITHM_PSEUDOCODE.md
advanced_position_averaging.py		advanced_position_averaging.py
advanced_position_averaging_optimization_report.txt		advanced_position_averaging_optimization_report.txt
advanced_position_averaging_optimization_results.csv		advanced_position_averaging_optimization_results.csv
advanced_position_averaging_volume_bars.py		advanced_position_averaging_volume_bars.py
equity_curve_comparison.html		equity_curve_comparison.html
extended_period_combined_pnl.csv		extended_period_combined_pnl.csv
extended_period_longs_only_pnl.csv		extended_period_longs_only_pnl.csv
extended_period_shorts_only_pnl.csv		extended_period_shorts_only_pnl.csv