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todo.md

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TODO

Important

  • δ hedge
  • tighten margin (time?)
  • hacks when spread is crossed (position-taking)

Easy

  • tune constants
  • expand to tech co (but don't yet)
  • factor in trade ticks (from others)
  • manual orders

Nebulous

  • improve initialization of theo + margin
  • δ skew
  • optimize order placement (limit API calls)
  • balance margin tigthening