Initial list, GTD style

Author: multidis

README.md

@@ -1,2 +1,23 @@
 # Roadmap
 High-level overview of group's goals and objectives
+
+## NOW
+
+* Naive backtesting with `FinancialBlotter.jl`: **order placement logic** with user-defined signals (trading rules). Tests: Faber strategy (stock), luxor (forex): numerical verification from papers or quantstrat demos.
+* Uniform documentation scheme (`Docile.jl`, `Lexicon.jl`); continuous integration Lexicon -> `gh-pages`
+
+## SOON (higher priority)
+
+* Strategy parameter optimization on user-defined grids
+* Rolling parameter optimization (walk-forward analysis)
+
+## LATER
+
+* Real-world order fill simulation
+* Process custom order sizing functions
+* Parameter optimization with local search methods and global search heuristics
+
+## ONGOING (as needed)
+
+* Technical indicator wishlist here
+* Analytics metrics wishlist here