{"sources":[{"url":"https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/README.md","quote":"- per-run estimates of sigma and of the order rate inside the classifier;"},{"url":"https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/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/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/real.py","quote":"RHO = 0.26                       # P(a no-arb step's first own trade is retail on a given side)"},{"url":"https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/replica2.py","quote":"    lam = cr.uniform(0.6, 1.0)\n    sigma = cr.uniform(0.000882, 0.001008)"},{"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/pair.py","quote":"Prints paired{n, mean_diff, se, worst5} and each side's own line (with vs HA where HA rows exist: seeds 10000..12047)."},{"url":"https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/clsdata.py","quote":"How separable are arb and retail first trades, given what the lattice filter knows at that moment?"},{"url":"https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/par.py","quote":"PROCS=<n> sets the process count (default: every CPU; 1 = no pool)."},{"url":"https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/evalpol.py","quote":"def stats(d):"},{"url":"https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/example_policy.py","quote":"    def on_trade(self, is_buy, amount_x, amount_y, timestamp, reserve_x, reserve_y):"},{"url":"https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/SHA256SUMS","quote":"5ff53e42ca87390e5f65d1caa3f7a480e67a8212fb0670274dfd562b05ba1afd  qm_k1e-5.json"}]}