search

kaizen-ai / kaizenflow

KaizenFlow is a framework for Bayesian reasoning and AI/ML stream computing
GNU General Public License v3.0
107 stars 75 forks source link

Spot-futures arbitrage #9

Open gpsaggese opened 1 year ago

gpsaggese commented 1 year ago

Specs at https://docs.google.com/document/d/1ELLDf7dg3nli6nLYMpQ9IxuTW5dYdN15nluNCZbZmD4/edit#heading=h.9a6ezdaoq097

Assigned to @logan-lach

The first part of this work is very similar to #2 In the end only the data (and how the model is traded) is different

gpsaggese commented 1 year ago

Adding @Aniket-Parlikar

Let's start making a bit of progress and then we can have a meeting on this project.

logan-lach commented 1 year ago

Started doing some research on some other strategies and started outlining some of the details of the project. I'm attaching a google doc so I can keep you guys in the loop with where we're at along with any questions

https://docs.google.com/document/d/1RZBPTOiikj9qhrxxQq10a5Xcs5QdTkUaxlyKxpxQVmQ/edit

DanilYachmenev commented 1 year ago

probably obsolete, moving to P1 for now