Skip to content

Latest commit

 

History

History
5 lines (4 loc) · 195 Bytes

README.md

File metadata and controls

5 lines (4 loc) · 195 Bytes

RRLTradingAlgo

This code is a adaptation of an RRL algorithm created by CeShine Lee Original algorithm : https://github.com/ceshine/RRL_PyTorch

It has been adaptated to work with Calmar ratio