quantpylib updates
Last week, we announced the release of our funding arbitrage lectures:
We then talked about some of the more ideological approach to improving ourselves as traders:
Some of the commentary might be intangible without case studies - so in the coming posts, we will examine how we may approach these ideologies with a concrete example.
Anyhow, quantpylib has been quietly evolving; there are new endpoints for funding information, hedging capabilities in the quantpylib.hft.oms modules.
These endpoints are not yet documented, but are already merged into the master. Additionally, we will deprecate the gateaway.executor ‘get_perps_data’ endpoint.
The documented endpoints are here:
https://hangukquant.github.io/simulator/simulator/
and here is getting access to the repo: