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Auto-Optimization with Linear-Regression over strategy using Sharpe Ratio as Metric in Python

Auto-Optimization with Linear-Regression over strategy using Sharpe Ratio as Metric in Python

4 months ago
Anonymous $6hYC3Wwiad

https://medium.com/@jsgastoniriartecabrera/auto-optimization-with-linear-regression-over-strategy-using-sharpe-ratio-as-metric-in-python-dbf23a887ffd