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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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
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
Thanks. Twitter will use this to make your timeline better. UndoUndo
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Most places buy the calendars/trading hours data from somewhere and then write their own API over it but of course that only supports a subset of use cases and is probably full of bugs
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Shouldn't all that be public information though? Like, the exchange should list its trading hours and governments should list holidays?
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