3 days left on quantpylib repo pass
In the last post, we talked about market data replay:
In the next post, we will demonstrate bilateral messaging between trading agents (client and matching engine) to simulate event-driven backtests that are coherent with live trading script.
There are 3 days left on the discounted price for our quantpylib repo pass:
https://hangukquant.thinkific.com/courses/quantpylib
Repo documentation: https://hangukquant.github.io/simulator/simulator/
For more details, see here:
