zai-ac / scalpl

fractional brownian volatility harvester prototype
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[TRIAGE] conflicting priorities #9

Open adlai opened 1 week ago

adlai commented 1 week ago

y'all got some competing priorities: • consolidation of the existing codebase • automation of the PNL report generation • refactoring to facilitate arbitrages • refactoring to facilitate database integration believe it or not, ten years in, there is still no database integration! I've lazy relied on the counterparties to provide the info alacarte, obviously not a good long-term plan.