quantopian/research_public issues and pull requests

#100 - Markowitz-blog notebook doesn't work with latest zipline

Issue - State: closed - Opened by QuentinLew over 7 years ago - 2 comments

#99 - Update Hypothesis Testing.ipynb

Pull Request - State: closed - Opened by carlos-aguayo almost 8 years ago - 1 comment

#98 - Update Multiple Linear Regression.ipynb

Pull Request - State: closed - Opened by carlos-aguayo almost 8 years ago - 1 comment

#97 - Updated the pandas in example #2 so that the lecture works

Pull Request - State: closed - Opened by mmargenot almost 8 years ago

#96 - Added Factor Analysis Lecture

Pull Request - State: closed - Opened by mmargenot almost 8 years ago

#95 - Corrected denominator of t statistic calculation for single sample

Pull Request - State: closed - Opened by mmargenot almost 8 years ago

#94 - Added Universe Selection Lecture

Pull Request - State: closed - Opened by mmargenot almost 8 years ago

#93 - Added disclaimer to TS MOM study from Anthony

Pull Request - State: closed - Opened by mmargenot almost 8 years ago

#92 - TSMOM

Pull Request - State: closed - Opened by anthonyng2 almost 8 years ago - 1 comment

#91 - Added Introduction to pandas

Pull Request - State: closed - Opened by mmargenot almost 8 years ago

#90 - Corrected plots for first moving average example

Pull Request - State: closed - Opened by mmargenot almost 8 years ago

#89 - Update pairs.py

Pull Request - State: closed - Opened by ash487 almost 8 years ago - 2 comments

#88 - MAINT: Updated the basic pairs algo to match lecture.

Pull Request - State: closed - Opened by CaptainKanuk almost 8 years ago

#87 - Added lecture on Leverage

Pull Request - State: closed - Opened by mmargenot about 8 years ago - 1 comment

#86 - Modified Pairs Trading lecture to use spread instead of ratio

Pull Request - State: closed - Opened by mmargenot about 8 years ago - 2 comments

#85 - BUG: Corrected variance calculation

Pull Request - State: closed - Opened by mmargenot about 8 years ago

#84 - BUG: Fixed incorrect plot.

Pull Request - State: closed - Opened by CaptainKanuk about 8 years ago

#83 - Changed 'useing' to 'using' in the Functions section

Pull Request - State: closed - Opened by mmargenot about 8 years ago

#82 - ENH: Added VaR and CVaR lecture

Pull Request - State: closed - Opened by CaptainKanuk about 8 years ago

#81 - BUG: Fixed some issues in AR lecture.

Pull Request - State: closed - Opened by CaptainKanuk about 8 years ago

#80 - BUG: Fixed plotting in regime change section

Pull Request - State: closed - Opened by mmargenot about 8 years ago

#79 - BUG: Added extra calculation portfolio variance at end of notebook as…

Pull Request - State: closed - Opened by mmargenot about 8 years ago

#78 - ENH: Added NumPy lecture

Pull Request - State: closed - Opened by CaptainKanuk about 8 years ago

#77 - ENH: Added introduction to python lecture.

Pull Request - State: closed - Opened by CaptainKanuk about 8 years ago

#76 - ENH: Added introduction to python lecture.

Pull Request - State: closed - Opened by CaptainKanuk about 8 years ago

#75 - BUG: Corrected division error in calculation of weights in portfolio

Pull Request - State: closed - Opened by mmargenot about 8 years ago

#74 - Integer Division issue

Issue - State: closed - Opened by thewassermann about 8 years ago - 1 comment

#73 - ENH: Added section discussing normality testing.

Pull Request - State: closed - Opened by CaptainKanuk about 8 years ago

#72 - ENH: Added 3 new lectures.

Pull Request - State: closed - Opened by CaptainKanuk about 8 years ago

#71 - BUG: remove divide by 0 error

Pull Request - State: closed - Opened by thewassermann about 8 years ago

#70 - ENH: Updated long short algo for pipeline and bug

Pull Request - State: closed - Opened by thewassermann about 8 years ago - 1 comment

#69 - Cleared misconceptions in prediction SE, fixed notation, and rearrang…

Pull Request - State: closed - Opened by mmargenot about 8 years ago

#68 - ENH: Updated Beta Hedging algo for Pipeline best-practices

Pull Request - State: closed - Opened by thewassermann about 8 years ago - 2 comments

#67 - Delete duplicate multiple lin reg notebook

Pull Request - State: closed - Opened by CaptainKanuk about 8 years ago

#66 - duplicate of already published lecture

Pull Request - State: closed - Opened by CaptainKanuk about 8 years ago

#65 - ENH: Added AR lecture

Pull Request - State: closed - Opened by CaptainKanuk about 8 years ago

#64 - BUG: Fixed typos in hypothesis testing lecture

Pull Request - State: closed - Opened by mmargenot about 8 years ago

#63 - BUG: Fixed typo in Hypothesis Testing notebook

Pull Request - State: closed - Opened by mmargenot about 8 years ago - 1 comment

#62 - BUG: Updated some typos in CI lecture

Pull Request - State: closed - Opened by CaptainKanuk about 8 years ago

#61 - ENH: Typos fixed

Pull Request - State: closed - Opened by thewassermann about 8 years ago

#60 - BUG: Fixed typo

Pull Request - State: closed - Opened by CaptainKanuk over 8 years ago

#59 - ENH: Ranking Universe lecture update

Pull Request - State: closed - Opened by thewassermann over 8 years ago

#58 - ENH: fixed window length error and updated pipeline calls

Pull Request - State: closed - Opened by thewassermann over 8 years ago - 2 comments

#57 - ENH: Added basic pairs algo.

Pull Request - State: closed - Opened by CaptainKanuk over 8 years ago - 2 comments

#56 - ENH: Added Traditional Value Case Study Content

Pull Request - State: closed - Opened by thewassermann over 8 years ago - 1 comment

#55 - ENH: Added Hypothesis Testing Lecture

Pull Request - State: closed - Opened by CaptainKanuk over 8 years ago

#54 - MAINT: Updated ranking factors to use pipeline.

Pull Request - State: closed - Opened by CaptainKanuk over 8 years ago

#53 - BUG: Fixed typos in cointegration lecture

Pull Request - State: closed - Opened by CaptainKanuk over 8 years ago

#52 - BUG: Fixed a typo in the beta hedging lecture.

Pull Request - State: closed - Opened by CaptainKanuk over 8 years ago

#51 - ENH: Added new stationarity lecture

Pull Request - State: closed - Opened by CaptainKanuk over 8 years ago

#50 - Example zipline nb and slidedeck from StartupML workshop

Pull Request - State: closed - Opened by justinlent over 8 years ago - 1 comment

#49 - ENH: Updated correlation reduction algo.

Pull Request - State: closed - Opened by CaptainKanuk over 8 years ago

#48 - Typo in sigopt.com

Pull Request - State: closed - Opened by chrix-sigopt over 8 years ago - 2 comments

#47 - ENH: Added new lecture and fixed a typo.

Pull Request - State: closed - Opened by CaptainKanuk over 8 years ago - 2 comments

#46 - MAINT: Added compliance disclaimer

Pull Request - State: closed - Opened by mmargenot over 8 years ago - 1 comment

#45 - ENH: Added random variables lecture.

Pull Request - State: closed - Opened by CaptainKanuk over 8 years ago

#44 - ENH: Added position concentration risk.

Pull Request - State: closed - Opened by CaptainKanuk over 8 years ago

#43 - Update lectures

Pull Request - State: closed - Opened by CaptainKanuk over 8 years ago

#42 - ENH: Added new lecture

Pull Request - State: closed - Opened by CaptainKanuk over 8 years ago

#41 - BUG: Fix Typo in Pairs Trading

Pull Request - State: closed - Opened by CaptainKanuk over 8 years ago

#40 - BUG: Fixed typo in confidence interval lecture

Pull Request - State: closed - Opened by CaptainKanuk over 8 years ago

#39 - Another visualization tool

Issue - State: closed - Opened by breznak over 8 years ago - 1 comment

#38 - DOC: Make clear the the R-squareds are adjusted

Pull Request - State: closed - Opened by StewartDouglas almost 9 years ago - 1 comment

#37 - ENH: Updated beta hedging algo.

Pull Request - State: closed - Opened by CaptainKanuk almost 9 years ago

#36 - BUG: Fixing typos and some re-org

Pull Request - State: closed - Opened by CaptainKanuk almost 9 years ago - 1 comment

#35 - reorg momentum

Pull Request - State: closed - Opened by gwulfs almost 9 years ago

#34 - ENH: Added momentum lectures

Pull Request - State: closed - Opened by CaptainKanuk almost 9 years ago

#33 - add missing nbs

Pull Request - State: closed - Opened by gwulfs about 9 years ago

#32 - BUG: Fixing typos.

Pull Request - State: closed - Opened by CaptainKanuk about 9 years ago - 1 comment

#31 - BUG: Long short algo was in the wrong place.

Pull Request - State: closed - Opened by CaptainKanuk about 9 years ago

#30 - BUG: Fixed some issues with the MIT Lectures.

Pull Request - State: closed - Opened by CaptainKanuk about 9 years ago

#29 - Mit lectures

Pull Request - State: closed - Opened by CaptainKanuk about 9 years ago

#28 - lecture folders, authorship, readme

Pull Request - State: closed - Opened by gwulfs about 9 years ago - 1 comment

#27 - jenny nickname, new folder structure, mv presos

Pull Request - State: closed - Opened by gwulfs about 9 years ago

#26 - credit authors, add licenses

Pull Request - State: closed - Opened by gwulfs about 9 years ago - 1 comment

#25 - MAINT: Updated the Kalman Filter Pairs Trading algorithm.

Pull Request - State: closed - Opened by CaptainKanuk about 9 years ago

#24 - better filenames

Pull Request - State: closed - Opened by Datamine about 9 years ago

#23 - 1.5 new notebooks

Pull Request - State: closed - Opened by nitishinskaya about 9 years ago

#22 - new folder for analysis projects

Pull Request - State: closed - Opened by nitishinskaya about 9 years ago

#21 - BUG: Deleted notebook that was left in by mistake.

Pull Request - State: closed - Opened by CaptainKanuk about 9 years ago

#20 - ENH: Added lecture on violation of model assumptions.

Pull Request - State: closed - Opened by CaptainKanuk about 9 years ago

#19 - factor model notebooks added

Pull Request - State: closed - Opened by nitishinskaya about 9 years ago

#18 - MAINT: Cleaned up some notebooks that were in the wrong place.

Pull Request - State: closed - Opened by CaptainKanuk about 9 years ago

#17 - ENH: Updated notebook.

Pull Request - State: closed - Opened by CaptainKanuk about 9 years ago

#16 - ENH: Added New Lecture on Overfitting and Such

Pull Request - State: closed - Opened by CaptainKanuk about 9 years ago

#15 - fixing a small mistake in kalman

Pull Request - State: closed - Opened by nitishinskaya about 9 years ago

#14 - notebook updates

Pull Request - State: closed - Opened by nitishinskaya about 9 years ago

#13 - hopefully final kalman filter, +2 other nbs

Pull Request - State: closed - Opened by nitishinskaya about 9 years ago - 1 comment

#12 - minor edits to Kalman filter

Pull Request - State: closed - Opened by nitishinskaya about 9 years ago

#11 - preliminary notebooks for You Don't Know How Wrong You Are

Pull Request - State: closed - Opened by nitishinskaya about 9 years ago

#10 - Jenny

Pull Request - State: closed - Opened by nitishinskaya about 9 years ago

#9 - optimal_portfolio() weights seems to return 99% for 1 asset

Issue - State: closed - Opened by schalekamp about 9 years ago - 1 comment

#8 - making new branch with all the old files

Pull Request - State: closed - Opened by nitishinskaya about 9 years ago

#7 - Correlation lecture

Pull Request - State: closed - Opened by CaptainKanuk about 9 years ago - 1 comment

#6 - New notebooks and some edits

Pull Request - State: closed - Opened by nitishinskaya about 9 years ago

#5 - ENH: Added algorithms to round out lecture packet and fixed typos.

Pull Request - State: closed - Opened by CaptainKanuk over 9 years ago

#4 - New lectures folder and some notebooks to go in it

Pull Request - State: closed - Opened by nitishinskaya over 9 years ago - 2 comments

#3 - ENH: Added new presentation notebooks.

Pull Request - State: closed - Opened by CaptainKanuk over 9 years ago - 2 comments

#2 - ENH: Added tutorial notebooks.

Pull Request - State: closed - Opened by CaptainKanuk over 9 years ago - 7 comments

#1 - ENH: Added pairs trading notebook and MLE notebook.

Pull Request - State: closed - Opened by CaptainKanuk over 9 years ago - 1 comment

GitHub / quantopian/research_public issues and pull requests