Open robotmasterkris opened 2 years ago
In fact, these generally don't scale particularly well with large universes - eg trades chart
Existing post-processing functions won't be helpful for futures - need to make sure docs reflect this, and write futures post-processing stuff
These are currently quite equities-specific (eg sqrt(252)).
Also, the stacked performance plot needs a check on the number of assets in the universe - no point running it for large universes. Implement an equity curve instead.