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charleswithu
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Commits on Jul 20, 2018
Refactors portfolio construction models with portfolio optimization
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AlexCatarino
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Implements IPortfolioOptimizer interface
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AlexCatarino
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Commits on Jul 19, 2018
Fixs typo in EqualWeightingPortfolioConstructionModel.py
AlexCatarino
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Fixes Div by Zero exceptions in framework models
AlexCatarino
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Commits on Jul 18, 2018
Fixed missing override from HistoricalReturnsAlphaModel
dd-w
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Commits on Jul 16, 2018
Rebase with pythonnet/master and fix datetime UTC bug
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AlexCatarino
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Commits on Jul 12, 2018
Adds support to multi asset type pairs
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AlexCatarino
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Commits on Jul 11, 2018
Adds minimum correlation requiment to accept a candidate pair
AlexCatarino
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Refactors PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm
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AlexCatarino
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Renames PairsTradingAlphaModel
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AlexCatarino
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Refactors PairsTradingAlphaModel
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AlexCatarino
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Commits on Jul 6, 2018
Remove semicolon in python algrotihms
jingwu74
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Commits on Jul 5, 2018
Implements python version of OptionUniverseSelectionModel
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AlexCatarino
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Fixes UniverseSelectionModelPythonWrapper
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AlexCatarino
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Commits on Jul 2, 2018
Update Python regression tests to match C# equivalents
StefanoRaggi
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Commits on Jun 22, 2018
Update execution models to execute trades ordered by margin impact
StefanoRaggi
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Commits on Jun 21, 2018
Set the XML documentation setting in Algorithm.Framework project
StefanoRaggi
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Commits on Jun 19, 2018
Fix the bug of empty views from alpha models thorw the error
jingwu74
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Commits on Jun 1, 2018
Add price and split factors to CoarseFundamental class
StefanoRaggi
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Merge pull request #2050 from QuantConnect/bug-ema-cross-resolution
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mchandschuh
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Merge pull request #2059 from QuantConnect/bug-insight-close-times-not-being-set
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mchandschuh
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Replace config security with an option chain filter function
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mchandschuh
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Commits on May 31, 2018
Refactor IUniverseSelectionModel.NextRefreshTime into method
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mchandschuh
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Refactor setting of insight close/generated times
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mchandschuh
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42032ec
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Add refresh to IUniverseSelectionModel to support dynamic universes
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mchandschuh
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ad33111
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Commits on May 30, 2018
Fixes CreateUniverses method modifier
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AlexCatarino
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Use resolution in EmaCrossAlphaModel
mchandschuh
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Merge pull request #2024 from AlexCatarino/bug-2023-fixes-equalweightingportfolioconstructionmodel
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jaredbroad
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Commits on May 29, 2018
Adds single Insight overload to EmitInsights
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AlexCatarino
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Add python version of NullAlphaModel
AlexCatarino
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Add QCAlgorithmFrameworkBridge for easier porting of QCAlgorithm
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mchandschuh
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AlexCatarino
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Move insight time stamping to event handler
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mchandschuh
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AlexCatarino
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Add NullAlphaModel
mchandschuh
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AlexCatarino
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af80420
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Commits on May 28, 2018
Do not consider expired insights
AlexCatarino
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617341b
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Fixes EqualWeightingPortfolioConstructionModel logic
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AlexCatarino
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