Introducing BlueBlood Quantitative Trading Strategies Index

Over last several months I was building the system that would help to easier integrate multiple (or rather, any number of) quantitative trading strategies, their components, higher level risk control models, various data collection and trading plugins into one solution (“index”).

So, here I present this proof of concept — one command getting all required data, calculating strategies, statistics of each strategy and resulting index, also generating various visual examinations and getting requir...