research/stat_pairs_backtest
2
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

progress

Browse Source
This commit is contained in:
Oleg Sheynin
2026-07-30 02:39:21 +00:00
parent f49a10f54e
commit 4ddf4017bd
41 changed files with 1570 additions and 13025 deletions
Download Patch File Download Diff File Expand all files Collapse all files
TODO.md
+8 -5
View File
@@ -1,6 +1,9 @@
- [ ] Add disequilibrium chart
- [ ] Add scatter chart for `mr-rank <--> realized pnl`
# DONE
## 2026-07-29
- [x] Change notebook and panel (stat_pairs_backtest) to use sp_quant's database tables `trading_instructions` and `market`, to have *disequilibrium* and *beta*
- [ ] Modify spbt_coordinator to run QUANT with --ti-database argument
- [ ] Modify sim/fgw_simulator.py to rename trading_instructions table to fgw_trading_instructions
- [ ] Change notebook and panel (stat_pairs_backtest) to merge trading instructions tables - to have disequilibrium and beta
- [ ] Add disequilibrium chart
- [ ] Add scatter chart for mr-rank and realized pnl