Topics created by Vyacheslav_B

@vyacheslav_b OK, will make one soon please stay tuned.

@vyacheslav_b Hello, we are using a different slippage model. In the old version of Quantiacs slippage is taken to be 5% (HIGH-LOW). In the new version we use 4% (ATR_14), where ATR_14 is the average true range over the last 14 trading days, and therefore it includes day-to-day price moves in addition to the intraday variation.

@vyacheslav_b Hello, the template is ready in the Examples page. It uses Ridge regression, trades the BTC Futures and scikit-learn. The structure of the template should allow for simple extensions to more features/models in the context of supervised learning. You can read more at: https://medium.com/swlh/predicting-markets-on-quantiacs-using-machine-learning-a-ridge-regression-example-f64d9e782dc9