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Event-driven backtesting and execution· 3 of 4

Event-driven backtesting and execution

Portfolio accounting and PnL

Maintain multi-asset cash balances, track average entry prices for long and short positions, and compute mark-to-market valuations.


Not yet

This one opens once you have finished Market microstructure and order books.

Progress is kept against your account, so finishing a module needs one. Everything up to here is open without.