Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Figure out position sizing #168

Open
suchak1 opened this issue Mar 15, 2022 · 1 comment
Open

Figure out position sizing #168

suchak1 opened this issue Mar 15, 2022 · 1 comment

Comments

@suchak1
Copy link
Owner

suchak1 commented Mar 15, 2022

Find a way to get optimal position sizing for each time t with size 0 <= s <= 1.0 and s being the proportion of quote asset used to buy base asset or base asset sold for quote asset.
@suchak1
Copy link
Owner Author

suchak1 commented Mar 15, 2022

Or test not buying or selling all on first day of new signal - only 25 or 50%.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
1 participant
@suchak1