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4 Commits

Author SHA1 Message Date
Jared Broad fb7d1994ff Tidy and add tags 2017-09-20 17:14:44 -04:00
quant1729 c4cbef95e4 Removed AbsoluteStrikes method from option filter universe. Updated option filter universe to support monday and wednesday weeklys. Tests. 2016-12-29 22:10:55 +01:00
quant1729 cf8163fc3a Refactored option/future universe filters for performance improvements and versatility 2016-12-29 11:44:15 +01:00
quant1729 5803115548 Option splits and renames in backtesting. Added regression tests. 2016-10-26 21:20:03 +02:00
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