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by WellOver9000
2909 days ago
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The alpha calculation can (and should) use floating point math. If the market has a midpoint of $99.99 with a bid/ask of $99.98/$100.00, you could compute a bunch of signals and end up with an alpha-adjusted midpoint of $100.00383736383..., at which point you’d convert it back to fixed-point and then try to buy $100.00 |
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