Post
Topic
Board Trading Discussion
Re: zipline / Quantopian - backtesting / trading framework
by
c0inbuster
on 15/05/2013, 11:24:12 UTC
New feature :
variable lot size (instead of fixed lot size)
self.trade_volume is now a function which returns volume to trade according
portfolio cash and BTCUSD price.

http://nbviewer.ipython.org/587a80f5e2eb9cf41d6d

alpha= 138.7%
max DD = 7.5%

should I order the rolls-royce?  Grin