Misc 20240506 #5
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bsdz
commented
May 11, 2024
bsdz
commented
- Improve README.
- Swap pyfeng for quantlib (used in notebooks).
- Fix delta hedging example (bad day count denominator).
- Add run_batch to strategy runner.
Add sharpe ration as internal calc. Allow weiner path sims to have different sigmas. Swap ql for pyfeng in notebooks. Add some features to README.
Add sharpe ration as internal calc. Allow weiner path sims to have different sigmas. Swap ql for pyfeng in notebooks. Add some features to README.
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