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zhehaowang / sneaky

Feed and strategy for cross-venue Sneakers trading (Du, StockX).
GNU Lesser General Public License v3.0
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strategy: research price volatility #20

Closed zhehaowang closed 4 years ago

zhehaowang commented 5 years ago

E.g. du demonstrated a 30% swing in a day on a recently released pair. Our turnaround time is long enough that we need to be careful about gauging volatility while we hold the product.

zhehaowang commented 4 years ago

This is superseded by StrategyV2's #49