- adds MACDADX and Dochain strategies - floors volatility at minimum of 20-day realised vol and 0.01% for Kelly regressions - add check that all rules list required input series - linting
0.0.61
Change log:
- scripts for accessing InferTrade API - fixes for permalinks - scripts for evaluating combinations of rules, markets, signals
0.0.60
Change log:
- Python compatibility broadened up to 3.10
0.0.59
What's Changed
- adds out-of-sample versions of rolling regressions; these use the most recent data to estimate the regression error and trading sizing