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cassiopagnoncelli / clarity

R framework for quickly and professionally R&D trading strategies.
MIT License
4 stars 3 forks source link

No FIFO #4

Closed cassiopagnoncelli closed 6 years ago

cassiopagnoncelli commented 6 years ago

CFTC and other regulators use non-FIFO system so hedge-enabled. System should be able to replicate that model.

cassiopagnoncelli commented 6 years ago

Done.