380 B
380 B
- 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