Develop a new strategy module to run a market making strategy for an altcoin. We first calculate expected returns from the market factors :
return_alt ~ beta_1 * return_btc + beta_2 * return_eth + beta_3
Then the fair price for the altcoin is calculated as :
fair_price(t) ~ (1 + return_alt) * price(t-1)
- Add unit tests to validate the regression logic.
- Document configuration and usage in the examples guide.
Develop a new strategy module to run a market making strategy for an altcoin. We first calculate expected returns from the market factors :
Then the fair price for the altcoin is calculated as :