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raulikeda / Backtesting

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When are we supposed to deliver the MarketMaker? #7

Closed pedrocunial closed 5 years ago

pedrocunial commented 5 years ago

Hey there @raulikeda!

I was wondering alongside @marcelogdeandrade when should we deliver the Market Maker version of the project. I thought it was supposed to be made until this friday, however I just could not find any documentation about it.

Thank you,

pedrocunial

marcelogdeandrade commented 5 years ago

I'm not sure if I'm right, but I think this project is divided in two releases:

  1. Implementing PBR calculation and creating two orders for each event based on this value.
  2. Implement the fill method simulating an agressive move on an order.

My understanding was that the first release should be delivered on May 24th, an the second one at the end of the semester, probably on June.

@raulikeda, Could you clarify the handover dates?

With appreciation, Marcelo

GabrielValeRios commented 5 years ago

@raulikeda already clarified the dates in class, and not sure if this is an issue per say. Please, pay more attention in class and stop fooling around this repo. Thanks.

marotzke commented 5 years ago

Hello @pedrocunial & @marcelogdeandrade ! I was also wondering the same thing.

I carefully checked all class documentation on the this discipline's Blackboard section. please refer to the class documentation but found nothing regarding the delivery dates.

@raulikeda, if you could please update the project documentation. That would be of great use.

Best, Matheus

raulikeda commented 5 years ago

Pra acabar com a discussão. A princípio eu tinha colocado no quadro da aula que poderiam entregar no dia 03/Jun. Junto com a apresentação final do projeto do Blockchain. Tanto o Market maker quanto a calculadora de VaR.