Skip to content

Altcoin market regression pricing strategy #52

@caped-doshi

Description

@caped-doshi

Develop a new strategy module to run a market making strategy for an altcoin. We first calculate expected returns from the market factors :

return_alt ~ beta_1 * return_btc + beta_2 * return_eth + beta_3

Then the fair price for the altcoin is calculated as :

fair_price(t) ~ (1 + return_alt) * price(t-1)
  • Add unit tests to validate the regression logic.
  • Document configuration and usage in the examples guide.

Metadata

Metadata

Assignees

No one assigned

    Labels

    enhancementNew feature or request

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions