zai-ac / scalpl

fractional brownian volatility harvester prototype
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fresh territory scanner #8

Open adlai opened 1 month ago

adlai commented 1 month ago

from Slack conversations:

failing other suggestions, my inclination is:

  1. sort all markets by increasing fees, then iterate from lowest fee upwards;
  2. sort within each fee tier by volume, discarding low-volume tail of quiet markets;
  3. once the pool is narrowed down sufficiently, subscribe to websocket feed of trades;
  4. estimate profitability, winner gets announced once per day

this is all without actually moving money, only listening to the data; then maybe once per week, ... decide whether any of the daily winners seem lucrative enough to justify LPing some dubious market

adlai commented 4 days ago

f32eda8 obsoleted by ca62a907

adlai commented 1 day ago

Revisiting an old metaphor, this should rank the surveyed markets from "Red Ocean" to "Blue Ocean", obviously not recommending that any liquidity be deployed towards the former.