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Back Testing Algorithmic Trading Modern Portfolio Simulator - Some Code
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°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°°
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Cluster 02
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Extreme Test 6Stocks 333 clusters Dice Rolls 100K
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Jul 2
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Cluster 01
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Cluster in detail
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June 16
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Cluster 00
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Exploring each cluster
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June 5
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!NEW!
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ExSan's future portofolio will include simultaneous multiple portfolio management. At this stage, only one portfolio is handled
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!NEW!
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Ticks/Cluster
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Adapt Cluster to Previous Version
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June 2
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Ticks/Cluster
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Control the number of ticks in each cluster- adjust time frame
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June 1
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32 Clusters
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Backtest Portfolio 364 Stocks 32 Clusters / Miliseconds: 1800, *3000
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May 31
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33 Clusters
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Backtest Portfolio 12 Stocks -Portfolio Assets selection 33 Clusters
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May 30
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ExSan 5944
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Backtest Portfolio 12 Stocks - selection based on cluster timing, minimum ok
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May 30
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Output 3505
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Backtest Portfolio 12 Stocks - ExSan_out_3505 Frequency Counter
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May 25
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ExSan 0832
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Backtest Portfolio 12 Stocks - ExSan_out_0832 Timing Frame entry in DB
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May 24
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ExSan 2533
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ExSan_out_2533 Timing Frame entry
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May 23
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ExSan 1808
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Output 1808 Timing Frame entry
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May 23
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ExSan 3153 and 3756
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ExSan Output 3153 and 3756
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May 22
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ExSan Output 1856
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ExSan Output 1856
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May 22
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Cluster 01
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ExSan - Cluster 01
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May 22
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Clusters
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ExSan - Cluster
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May 21
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Node Class
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node class
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Mayo 20
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QuantLib CVAIRS
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Exploring Quantlib: Testing Examples for Financial Modeling -CVAIRS
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Mayo 19
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Back Testing Algorithmic Trading Modern Portfolio Simulator - Some Code
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