Fee optimization: per-strategy maker/taker model + signal strength filter + 9 backtests

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ramseshk

2026-08-04 06:12:35 +00:00

parent e2b3f40b37

commit 2c0750e355

11 changed files with 32476 additions and 20 deletions

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backtests/results/avellaneda_20260804-060833.json

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backtests/results/deep_lob_20260804-060833.json

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backtests/results/funding_arb_20260804-060833.json

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backtests/results/hawkes_20260804-060833.json

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backtests/results/iceberg_20260804-060833.json

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backtests/results/mean_rev_20260804-060833.json

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backtests/results/momentum_20260804-060833.json

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backtests/results/ofi_20260804-060833.json

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backtests/results/pairs_20260804-060833.json

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