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https://github.com/noqcks/bmex-algo
https://github.com/noqcks/bmex-algo
Last synced: 21 days ago
JSON representation
- Host: GitHub
- URL: https://github.com/noqcks/bmex-algo
- Owner: noqcks
- Created: 2018-10-02T22:32:17.000Z (over 6 years ago)
- Default Branch: master
- Last Pushed: 2018-10-02T22:36:40.000Z (over 6 years ago)
- Last Synced: 2024-10-05T12:41:43.368Z (3 months ago)
- Language: Python
- Size: 8.79 KB
- Stars: 0
- Watchers: 3
- Forks: 0
- Open Issues: 0
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Metadata Files:
- Readme: README.md
Awesome Lists containing this project
README
## TODO
- implement different optimal ordering according to this blog post: https://qoppac.blogspot.com/2014/10/the-worlds-simplest-execution-algorithim.html
- limit drawdown using stop losses