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Pull requests: macrosynergy/macrosynergy

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Pull requests list

ProxyPNL, PNL excl. calculation
#1693 opened May 3, 2024 by Magnus167 Loading…
Feature: ProxyPnL calculations including transaction costs
enhancement New feature or request
#1560 opened Mar 20, 2024 by lsimonsen • Draft
8 of 12 tasks
@Magnus167 @lsimonsen
1
Feature: Weighted DecisionTreeRegressor and RandomForestRegressor
#1546 opened Mar 13, 2024 by emhbrine Loading…
1
Bugfix: Add check for empty dataframe in historic_vol function
#1517 opened Mar 1, 2024 by Magnus167 Loading…
@Magnus167
1
WIP: Testing docs on AWS
#1480 opened Feb 20, 2024 by Magnus167 Loading…
1
Feature: Add redirects for old docs site
#1450 opened Feb 5, 2024 by Magnus167 • Draft
1
Feature: summary_df()
#1263 opened Nov 25, 2023 by Magnus167 • Draft
1
Docs: Adding a user guide for the package
#1253 opened Nov 23, 2023 by Magnus167 • Draft
1
Bugfix: NaivePNL, daily rebal and slip
#1030 opened Oct 3, 2023 by Magnus167 Loading…
2
Feature: mock_qdf(), for generating mock QDFs in examples
#1021 opened Sep 29, 2023 by Magnus167 Loading…
3 of 4 tasks
1
1
ProTip! What’s not been updated in a month: updated:<2024-04-04.