trendmanagement / Tmqr-framework-2

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Task smart campaign delta, margin estimates and drawdown graph #88

Open nikolas-joyce opened 6 years ago

nikolas-joyce commented 6 years ago

@alexveden I would like to be able to estimate the margin requirements for the smart campaigns. I think I need the deltas of each product in the campaign to accomplish this. I also would like the drawdown or under water graph.

I also need the trade count of each alpha in the smart campaign. This would be used to give me the breakdown of the trade count for each instrument.

Could you complete this by 9:00 am 24 November.