{"sources":[{"url":"https://raw.githubusercontent.com/gtmcknight/amm-sim/4812a6382311624e1506aca131ca35c378f930d9/research/solved/README.md","quote":"`latt.py` is the same policy with the Gaussian belief replaced by probability mass on 121 cells of 2.5 bps: each step convolves with the price-move kernel, a step with no own trade zeroes the cells where the arb would have traded, and the first trade of a step becomes a mixture of a point mass at the arb reading and the cut prior."},{"url":"https://raw.githubusercontent.com/gtmcknight/amm-sim/4812a6382311624e1506aca131ca35c378f930d9/research/solved/latt.py","quote":"HC = 2.5e-4            # cell width (log)\nNC = 121               # cells: +-150 bps\nN0 = NC // 2\nSIG = 0.000945"},{"url":"https://raw.githubusercontent.com/gtmcknight/amm-sim/4812a6382311624e1506aca131ca35c378f930d9/research/solved/latt.py","quote":"for _ in range(min(dt - 1, 30)):\n                self.diffuse()\n                ok = self.norm(self.cut(lo, hi))"}]}