Combining Alphas - Algorithmic Trading with Python and Quantopian p. 11



Once we've found some decent alphas, we combine them, and also check to see if this new alpha (built from combined alpha factors), is superior to the single alphas for our trading strategy on Quantopian. https://pythonprogramming.net https://twitter.com/sentdex https://www.facebook.com/pythonprogramming.net/ https://plus.google.com/+sentdex

Comments

  1. Hi buddy, I want to make trading algorithm which will track the prices of certain stocks based on customised parameter and send me an alert when are price comes to a certain level. Is it possible to do so using python ?
  2. Hey, First of all thank you for the time and effort that you are dedicating to teach others about a wide variety of topics. I would never get access to this gold standard content if it weren't for you. Furthermore, do you have a github account with all the source code ?
  3. My iPython notebook keeps getting stuck :<
  4. less and less views in the later series.. :)
  5. strange, i get different outputs on alphalens ... for ex. beta 3 = -0.156 | 10 :=-0.189 | 30=-0.224..
  6. Bet


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Duration: 14m 5s

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