Roadmap

High-level overview of group's goals and objectives

NOW

• Naive backtesting with FinancialBlotter.jl: order placement logic with user-defined signals (trading rules). Tests: Faber strategy (stock), luxor (forex): numerical verification from papers or quantstrat demos.
• Uniform documentation scheme (Docile.jl, Lexicon.jl); continuous integration Lexicon -> gh-pages

SOON (higher priority)

• Strategy parameter optimization on user-defined grids
• Rolling parameter optimization (walk-forward analysis)

LATER

• Real-world order fill simulation
• Process custom order sizing functions
• Parameter optimization with local search methods and global search heuristics

ONGOING (as needed)

• Technical indicator wishlist here
• Analytics metrics wishlist here