Comprehensive live strategy review and fixes
Strategy asset redistribution:
BTC-USD-PERP: OBI (0.000200), Iceberg (0.000210), A-S (0.000230), Funding (0.000220)
ETH-USD-PERP: Pairs (0.006), Momentum (0.0005), Mean Reversion (0.0005), Kalman (0.005)
Bug fixes:
- OBI size: 0.000200504030201000 -> 0.000200 (garbage from bad replace)
- Iceberg: up>=7 BUY, up<=3 SELL (was both firing at up==5)
- Kalman: unique ETH size 0.005 (was 0.006 colliding with Pairs)
- Momentum: switched to ETH data, tighter 1.2sigma bands
- Mean Reversion: switched to ETH data, higher vol = more signals
- Pairs: sharper Z threshold 1.2 (was 1.5)
Strategy types (for dashboard viz):
reversal: OBI, Mean Reversion (equity + PnL cards)
momentum: Iceberg, Momentum (breakout visualization)
stat_arb: Pairs, Kalman (spread + hedge ratio charts)
carry: Funding Rate Arb (funding rate gauge)
market_making: Avellaneda-Stoikov (quote tracking)
ramseshk
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