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Jens Kristian Skovgaard
101
algorithms
5407
backtests
10
posts
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Number of owned shares?
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Number of owned shares?
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Quick and dirty way to find tops and bottoms of time series
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Handpicking stocks for pipeline?
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Make a new sorted list of stocks?
Make a new sorted list of stocks?
Handpicking stocks for pipeline?
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How to fix my for-loop to order one stock at a time?
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How do we explain beating the S&P500 by a factor of 30, having the highest returns in the contest in conjunction with the highest Sharpe, and rank 320th in the contest? This is after less than one month.
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Enhancing Short-Term Mean-Reversion Strategies
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Make a new sorted list of stocks?