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AlexCatarino

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Commits on Jan 8, 2020

• Addresses Peer-Review

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Commits on Jan 7, 2020

• Refactors QC500 Universe and Universe Selection Model

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Commits on Jan 6, 2020

• Adds Unit Tests for Market Cap Calculations

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• Use FineFundamental.Value for Market Cap Calculations

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Commits on Jan 4, 2020

• Adds Null Check for MarketCap Calculation

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• Adds MarketCap Member to FineFundamental Class

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Commits on Dec 12, 2019

• Adds Unit Tests for Compite and Backtest Requests

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Commits on Dec 11, 2019

• Refactors Python Version of the API

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Commits on Dec 4, 2019

• Fix Consolidators Python timedelta

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Commits on Nov 30, 2019

• Use Universe.Unchanged in Alpha Example Algorithm

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Commits on Nov 12, 2019

• Changes NLTK Data Location and Adds mlfinlab Package

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Commits on Nov 9, 2019

• Removes Reference to Deleted Folder

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Commits on Nov 8, 2019

• Adds Unit Tests For New Consolidator Overload

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• Fixes Typos in Consolidators

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• Fixes LiquidETFUniverse Misplaced ETFs

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Commits on Nov 7, 2019

• Addresses Peer-Review

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• Adds New Static Members to LiquidETFUniverse

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Commits on Nov 2, 2019

• Adds Liquid ETF Universe Selection Model

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Commits on Oct 28, 2019

• Updates AlphaStreamsBrokerageModel Leverage

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• Use Train Helper Method Instead of Schedule.TrainingNow

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• Adds Examples for Train Feature

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Commits on Oct 24, 2019

• Adds EWPCM Usage Examples in BasicTemplateFrameworkAlgorithm

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Commits on Oct 23, 2019

• Addresses Peer-Reviews

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Commits on Oct 22, 2019

• Extends EWPCM Rebalancing Options

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• Addresses Reviews

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• Fixes Support for Custom Data

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Commits on Oct 19, 2019

• Adds Python Support

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Commits on Oct 18, 2019

• Removes Unused Imports

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• Implements ConfidenceWeightedPortfolioConstructionModel

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Commits on Oct 16, 2019

• Refactors AlgorithmPythonWrapper.OnFrameworkData

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• Uses the same instance wthether there is custom data or not.

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• Wraps Slice Object with PythonSlice for Python Framework Algorithms

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Commits on Oct 10, 2019

• Uses Self-Hosted Packages

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Commits on Oct 9, 2019

• Adds New Python Packages

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Commits on Oct 4, 2019

• Implements Backward Compatibility for Python Custom Indicator

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