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Commits on Mar 28, 2023

• Reduced the out-of-sample trading period for better results.

  

  Ian Kaplan

  committed
  f256752

Commits on Mar 21, 2023

• Version published to Medium.

  

  Ian Kaplan

  committed
  3d3dd59

• Lots of edits from the Medium article.

  

  Ian Kaplan

  committed
  652e9f8

• Edits...

  

  Ian Kaplan

  committed
  bf910a3

Commits on Mar 20, 2023

• Edits...

  

  Ian Kaplan

  committed
  9b4292e

• Added a table looking at random pairs.

  

  Ian Kaplan

  committed
  2cdef5e

• Attempt at a good looking table

  

  Ian Kaplan

  committed
  75730b7

• Check-point for a change.

  

  Ian Kaplan

  committed
  f4e3fb4

• Added more narrative and analysis.

  

  Ian Kaplan

  committed
  55e18fc

Commits on Mar 17, 2023

• Integration of narrative and plots.

  

  Ian Kaplan

  committed
  4e36d4b

Commits on Mar 16, 2023

• Started cleaning up the code and added plots for the random pairs.

  

  Ian Kaplan

  committed
  eecdad3

• Started cleaning up the code and added plots for the random pairs.

  

  Ian Kaplan

  committed
  cb7aaa0

Commits on Mar 15, 2023

• Started cleaning up the code and added plots for the random pairs.

  

  Ian Kaplan

  committed
  08df10a

Commits on Mar 1, 2023

• Lots of plotting code.

  

  Ian Kaplan

  committed
  c64ca51

Commits on Feb 28, 2023

• Lots of plotting code.

  

  Ian Kaplan

  committed
  b113b90

Commits on Feb 27, 2023

• Analysis code

  

  Ian Kaplan

  committed
  ade195e

Commits on Feb 24, 2023

• Added spy portfolio code.

  

  Ian Kaplan

  committed
  81496b7

Commits on Feb 23, 2023

• Added spy... Test commit

  

  Ian Kaplan

  committed
  38fbedf

Commits on Feb 22, 2023

• Added more statistics...

  

  Ian Kaplan

  committed
  0883899

• Added more statistics...

  

  Ian Kaplan

  committed
  6c55c2b

Commits on Feb 21, 2023

• Plotting etc...

  

  Ian Kaplan

  committed
  725e688

• Update backtest data.

  

  Ian Kaplan

  committed
  54eedff

Commits on Feb 20, 2023

• Removed code that filtered pairs for unique stocks.

  

  Ian Kaplan

  committed
  8e52e40

Commits on Feb 17, 2023

• Added code for pairs trading with randomly chosen pairs (instead of cointegrated pairs).

  

  Ian Kaplan

  committed
  4e24364

• Started class refactoring: checkpoint checkin

  

  Ian Kaplan

  committed
  b59f370

Commits on Feb 16, 2023

• Added support for back test data files.

  

  Ian Kaplan

  committed
  f14e9f0

Commits on Feb 15, 2023

• Bug fixes and tweeks. Looks like a trading version.

  

  Ian Kaplan

  committed
  865bb9c

Commits on Feb 14, 2023

• Stuff...

  

  Ian Kaplan

  committed
  56cce63

Commits on Feb 13, 2023

• Added new spread calc

  

  Ian Kaplan

  committed
  68eb2d8

Commits on Feb 10, 2023

• Calculated cross sectional trading.

  

  Ian Kaplan

  committed
  a470480

Commits on Feb 9, 2023

• Started fixing a backtest bug.

  

  Ian Kaplan

  committed
  70bcd3d

• More backtest code

  

  Ian Kaplan

  committed
  90ae82b

Commits on Feb 8, 2023

• Refactoring code for full backtest.

  

  Ian Kaplan

  committed
  e544f1f

Commits on Feb 3, 2023

• Refactoring code for full backtest.

  

  Ian Kaplan

  committed
  dec4964

Commits on Feb 2, 2023

• Quarter profit calculations.

  

  Ian Kaplan

  committed
  8679860

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