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todo.md

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To do list

  • refactor data to be like Django ORM - DONE

  • colums should be called features - DONE

  • tidy up hdf5 files - DONE

  • rename fields to something else (not series) - maybe column? - DONE

  • datasets, double layer indexed symbols - DONE

  • pairs trading

  • decouple positions + returns from rebalancing

  • risk management

  • live trading

  • accounting

  • put a front end on it

  • switch to bigquery?