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@gaugau3000
gaugau3000 / pf_bootstrap_optim.ipynb
Created October 28, 2024 22:50
Optimize pf wth bootstap method
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@gaugau3000
gaugau3000 / rolling_betas.py
Created April 28, 2024 19:52
rolling betas
import ccxt
import pandas as pd
import matplotlib.pyplot as plt
# Initialize exchange
exchange = ccxt.binance({
'enableRateLimit': True,
'options': {
'defaultType': 'future'
}
@gaugau3000
gaugau3000 / trix-complete-backtest.ipynb
Created November 7, 2021 23:06
Trix Complete backtest.ipynb
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