fxborg

"""
This file shows how to do a number of different optimisations - 'one shot' and bootstrapping ;
  also entirely in sample, expanding, and rolling windows 

As in chapters 3 and 4 of "Systematic Trading" by Robert Carver (www.systematictrading.org)

Required: pandas / numpy, matplotlib

USE AT YOUR OWN RISK! No warranty is provided or implied.