Once we've got combined alphas that we're happy with, we need to build a trading strategy. A major part of a trading strategy is figuring out how to best build your portfolio from the alphas, paying attention to various constraints like leverage, sector bias...etc. In this example, we use the Optimize API, which leverages convex optimization to best build our portfolio.
https://pythonprogramming.net
https://twitter.com/sentdex
https://www.facebook.com/pythonprogramming.net/
https://plus.google.com/+sentdex
Continue this lesson in the app
Install CourseHive on Android or iOS to keep learning while you move.