Files
stat_pairs_backtest/TODO.md
T
2026-07-29 18:50:15 +00:00

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