Task List - fhxalgo/fhx_java GitHub Wiki

  1. Implement various IB callbacks - done
  2. Realtime position pull from IB and pass to R
  3. PNL/trade signal analytics - sharp ratio/max drawdown/win loss ratio/pnl stats
  4. Cancel All/Kill Switch using distributed command cache
  5. Multiple strategyagent market data distributed cache
  6. Multiple ors order distributed cache.
  7. Start of day and end of day position clearing

Model improvement

  1. use kelly formula to adjust trade size - DONE
  2. add PCA prediction
  3. add short-term volatiltiy model
  4. improve position/risk management