• © Goverland Inc. 2026
  • v1.0.3
  • Privacy Policy
  • Terms of Use
Pull Request ProposalsPull Request Proposalsby0x873f2CCFEB3C10154067DF4F3ADf67242c62b71e0x873f…b71e

#5080 Avellaneda - A multiplier to normalize the risk factor for all assets

Voting ended almost 4 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

For
10.59M 100%
Against
0 0%
Abstain
0 0%
Download mobile app to vote

Timeline

Feb 03, 2022Proposal created
Feb 07, 2022Proposal vote started
Feb 10, 2022Proposal vote ended
Oct 26, 2023Proposal updated