Will-435

Will-435/pca_mbb_FX_trader

FX algorithmic trader. 4 week horizon, asian EM markets.

0 stars 0 forks 0 watchers C++

3 Open Issues Need Help Last updated: Jul 14, 2026

Open Issues Need Help

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Choose how many primary components about 2 months ago

enhancement good first issue

Will-435/pca_mbb_FX_trader

0

FX algorithmic trader. 4 week horizon, asian EM markets.

C++

Optimise MBB block length about 2 months ago

enhancement good first issue

Will-435/pca_mbb_FX_trader

0

FX algorithmic trader. 4 week horizon, asian EM markets.

C++

Decide on how to model correlation for the distribution tails about 2 months ago

enhancement help wanted

Will-435/pca_mbb_FX_trader

0

FX algorithmic trader. 4 week horizon, asian EM markets.

C++