{
  "sources": [
    {
      "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/ref/lattice_qm.json",
      "quote": "{\"policy\": \"lattice\", \"opt\": {\"qm\": \"qm_k1e-5.json\"}, \"rows\": [{\"seed\": 10000, \"edge\": 443.66351980397485, \"retail\": 464.0539647644912, \"arb\": -20.3904449605146, \"rv\": 63930.34408248028, \"av\": 20954.9"
    },
    {
      "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/README.md",
      "quote": "Replica levels do not convert to board scores."
    },
    {
      "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/replica2.py",
      "quote": "u1 = (r * (y2 + g2 * size) - y1) / d if d != 0 else size / 2"
    },
    {
      "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/latt.py",
      "quote": "l_ret = Z * o.get('rho', RHO) * phi((math.log(max(d, 1e-9)) - LD_M) / LD_S) / (max(d, 1e-9) * LD_S)"
    },
    {
      "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/real.py",
      "quote": "# retail fill density from the order-size law and how our quote compared with the rival's (estimates)"
    },
    {
      "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/run.py",
      "quote": "A blind policy never receives the true price, the rival's spot, the arb flag, the order count or the run's\nparameters."
    },
    {
      "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/evalpol.py",
      "quote": "sd = (sum((v - m) ** 2 for v in d) / (n - 1)) ** 0.5"
    },
    {
      "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/SHA256SUMS",
      "quote": "efbb5ee102db4d312f64565d9bf7232b6becbe02b624164f744a402bbbf2983b  pol_mid.json\n5ff53e42ca87390e5f65d1caa3f7a480e67a8212fb0670274dfd562b05ba1afd  qm_k1e-5.json"
    },
    {
      "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/pair.py",
      "quote": "d = [(a[s]['edge'] - b[s]['edge'], s) for s in seeds]"
    }
  ]
}