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#5080 Avellaneda - A multiplier to normalize the risk factor for all assets
Voting ended over 3 years agoSucceeded
The paper seems to contain another mistake. Fixing this will by itself lead to normalization of the risk_factor for all price ranges and across all assets. There was therefore in fact no need to implement any special feature. The risk_factor now is a fraction / percentage / multiplier of the asset's volatility (defined as a standard deviation), its typical value range is now between 0 and 100 for all assets, although it still remains unrestricted and it's possible to set it to even 1000000 if desired.
Link: https://github.com/hummingbot/hummingbot/pull/5080
Off-Chain Vote
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- Author
0x873f…b71e
- IPFS#QmYQbBwg
- Voting Systembasic
- Start DateFeb 07, 2022
- End DateFeb 10, 2022
- Total Votes Cast10.59M
- Total Voters7
Timeline
- Feb 03, 2022Proposal created
- Feb 07, 2022Proposal vote started
- Feb 10, 2022Proposal vote ended
- Oct 26, 2023Proposal updated