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Figure out position sizing #168

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suchak1 opened this issue Mar 15, 2022 · 1 comment
Open

Figure out position sizing #168

suchak1 opened this issue Mar 15, 2022 · 1 comment

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@suchak1
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suchak1 commented Mar 15, 2022

Find a way to get optimal position sizing for each time t with size 0 <= s <= 1.0 and s being the proportion of quote asset used to buy base asset or base asset sold for quote asset.
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suchak1 commented Mar 15, 2022

Or test not buying or selling all on first day of new signal - only 25 or 50%.

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