Right now market entry in computed as a profit in the profits and losses time series. In the same way market exit (without default) is considered as a loss. This does not seem realistic.
Solution: Keep track of the profit and losses at the firm level recording them in the pay and receive methods.
jsabuco
commented
5 years ago
Right now market entry in computed as a profit in the profits and losses time series. In the same way market exit (without default) is considered as a loss. This does not seem realistic.
Solution: Keep track of the profit and losses at the firm level recording them in the pay and receive methods.