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beatzxbt / bybit-smm

bybit simple market maker
MIT License
398 stars 125 forks source link

Optimize bbw and skew #3

Closed LevBeta closed 11 months ago

LevBeta commented 11 months ago

BBW function optimized with around 15% mean improvement, Uses vactorized operations instead of non-vectorized..

Skew function with 60% mean improvement.