zhehaowang / sneaky

Feed and strategy for cross-venue Sneakers trading (Du, StockX).
GNU Lesser General Public License v3.0
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strategy: modeling prices for sold out sizes #12

Closed zhehaowang closed 5 years ago

zhehaowang commented 5 years ago

As a start we tried calculating price multipliers of px(size x) / px(size 9) for each model. It appears there is a large variance multipliers itself: we see flat rate across present sizes, tail sizes being cheaper or more expensive than benchmark 9 prices.

Presumably flightclub functions in how many pairs remaining when deciding the price of a size. Without scraping such it'd be dangerous to just make inference with a fixed multiplier or assume sold-out sizes can be sold as the most expensive size right now.

Data analysis in arbitrage_locator/fc_price_inference.py.

This, albeit promising, would be blocked until further volume / remaining_cnt collection from flightclub.