GitHub - ctolbert555/InvestmNet: Quantlab Datathon Challenge

Branches Tags

Name		Name	Last commit message	Last commit date
Latest commit History 15 Commits
data/60		data/60
Example Strategy.ipynb		Example Strategy.ipynb
Investment Strategy.py		Investment Strategy.py
NeuralNetwork.py		NeuralNetwork.py
QL Crypto Data.ipynb		QL Crypto Data.ipynb
README		README
TDSCoinbaseData.py		TDSCoinbaseData.py
TDSTickGenerator.py		TDSTickGenerator.py
TDSTransactionTracker.py		TDSTransactionTracker.py
example_trades.json		example_trades.json
requirements.txt		requirements.txt
trades_0.json		trades_0.json
trades_1.json		trades_1.json
trades_2.json		trades_2.json

Repository files navigation

TEAM NAME:  InvestmNet

PERIOD 1:
OUTPUT TRADES FILE  : trades_0.json
SHARPE RATIO        : 0.9649735165161553

PERIOD 2:
OUTPUT TRADES FILE  : trades_1.json
SHARPE RATIO        : 0.7158829105080085

PERIOD 3:
OUTPUT TRADES FILE  : trades_2.json
SHARPE RATIO        : 0.5939495056074248


COMMENTS:
Test Commmit

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