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I just
finished modifying my "pairs" trading AFL to use UM's new ABTool. It
saves about 12 hours of processing time, making it possible to actually use the
system.
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I am
almost finished modifying another piece of AFL to rank buy/short orders and
limit the orders to available cash.
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Since
these two approaches don't seem to be of general interest, I'm happy to discuss
methods, etc. with anyone offline.
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Thanks
again, UM, for developing such a useful tool.
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