1) what can we do with V2 and the alpha generation there
a. how can we make alphas in V2
2) ideas for infrastructure distributions for new users
a. docker
b. webapi
c. can we make vpn experience easier
3) look at the reinforcement learning code to rip off.
4) Vol based EXO construction as opposed to stike/ delta other ideas from Alex.
a. Implied volatility (stored in db)
5) can we add periodicities but keep the same executions times we are already using?
6) how to more realistically deal with limit moves on products without options.
a. Lumber for example. If we trade using a synthetic with options, this price will be different from the price the model uses for a future (which will be the limit price)
Should we trade the next morning?
Ideas?
1) what can we do with V2 and the alpha generation there a. how can we make alphas in V2 2) ideas for infrastructure distributions for new users a. docker b. webapi c. can we make vpn experience easier 3) look at the reinforcement learning code to rip off. 4) Vol based EXO construction as opposed to stike/ delta other ideas from Alex. a. Implied volatility (stored in db) 5) can we add periodicities but keep the same executions times we are already using? 6) how to more realistically deal with limit moves on products without options. a. Lumber for example. If we trade using a synthetic with options, this price will be different from the price the model uses for a future (which will be the limit price) Should we trade the next morning? Ideas?