for the morning crowd/in case you missed it @macrocephalopod issued a standing duel challenge to all comers last night. Rumor has it if you beat him you inherit a mysterious programming package from him that adds .1 to your sharpe on any quant strategyhttps://twitter.com/macrocephalopod/status/1372338869262299136 …
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All that sounds doable. If this scales, even doing it manually for one-offs (idk, leap year plus lunar calendar shenanigans or something) might be worth it. Can I dm you if I make this?
Sure, though be aware that the single biggest problem with holiday calendars/trading hours is getting the data, keeping it up to date, and providing point-in-time historical data
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Like, before Nov 2020, 3rd June 2022 was not a holiday in the UK but after nov 2020 it was and the api needs to know that, and not return this as a hol if I ask for the UK holiday calendar as of Oct 2020
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Exactly, and the thing is that it’s usefulness is related to being able to accommodate multiple conventions/areas but each one you add then adds the various quirks such as these that would have to be maintained
End of conversation
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