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Marginal/Component Value at Risk by Strategy
new feature
priority: mid
#15
opened May 30, 2014 by
qusma
Show evolution of price AFTER exit, to diagnose too-early exits
new feature
priority: mid
#14
opened May 22, 2014 by
qusma
Create a filter mechanism for TimeSpans.
enhancement
priority: high
#13
opened May 18, 2014 by
qusma
Instrument gross upside/downside capture stats.
new feature
priority: mid
#10
opened May 17, 2014 by
qusma
Allow the use of VWAP as the execution analysis reference price
new feature
priority: low
#2
opened May 14, 2014 by
qusma
ProTip!
Exclude everything labeled
bug
with -label:bug.