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v1.1
Hey!
After rereading some literature, I realized that I calculated time-series and cross-sectional signals wrong. For example, it doesn't make sense to use ranked weighing with time series signals because at that point it no longer becomes time-series and becomes cross-sectional. Because of this, I was also doubling the amount of strategies I had to test.
I also sped up the calculations of each signal by using numpy more.
Lastly Ive added the 5 fold cross-validation scheme.
But if you want to view the previous version, its always available for you.
Thanks for reading!