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futures TODOs #7

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6 tasks
robotmasterkris opened this issue Jun 15, 2022 · 0 comments
Open
6 tasks

futures TODOs #7

robotmasterkris opened this issue Jun 15, 2022 · 0 comments
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enhancement New feature or request

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@robotmasterkris
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  • finish testing roll_on_dte
  • develop and test roll_on_oi
  • develop and test futures simulation
  • fix bug reported by andy - currently don't handle nans
  • performance reporting functions - make backward compatible? or update existing research notebooks (only rp and crypto I think)
  • parallel processing for pairwise correlation calculations
@robotmasterkris robotmasterkris self-assigned this Jun 15, 2022
@robotmasterkris robotmasterkris added the enhancement New feature or request label Jun 15, 2022
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