Add equity permanent portfolio, dual momentum, and DCA templates#2425
Open
AlexCatarino wants to merge 1 commit into
Open
Add equity permanent portfolio, dual momentum, and DCA templates#2425AlexCatarino wants to merge 1 commit into
AlexCatarino wants to merge 1 commit into
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Summary
project-templates/{python,csharp}/:equity-permanent-portfolio— Browne's Permanent Portfolio (25% SPY/TLT/GLD/SHY) with annual rebalance and 3% drift threshold.equity-dual-momentum-asset-class— Antonacci dual momentum across SPY/EFA/AGG; monthly rotation into the top 12-month return, fall back to AGG on negative absolute momentum.equity-dollar-cost-averaging— buys $5,000 of VOO every Monday after open viacalculate_order_quantity; demonstratessettings.seed_initial_prices,on_warmup_finished, and plotting fill notional inon_order_event.templates.jsonfiles and removes the corresponding entries fromtemplate-ideas.json.Test plan
main.pypassespython project-templates/python/run_syntax_check.py <folder>for each new template (100% success).Main.cscompiles and backtests on QC Cloud with statistics matching the Python version exactly.