jean-michel-gonet
released this
02 Feb 07:05
·
175 commits
to master
since this release
Initial POC:
- Uses the data from SIX-GROUP to perform one single back test with Back & Hold strategy on LU1290894820 from 1.1.2016 to 1.1.2020.
- Core model is in place.
- All calculation are unit tested.