{
 "sources": [
  {
   "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/README.md",
   "quote": "is the first trade of a step the arb or retail. The filter is wrong 16% of the time. With the true answer the same code scores +6.98, level with #1."
  },
  {
   "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/README.md",
   "quote": "A table classifier on the filter's own features gets 18.8% against the lattice's 16.2%, so the error is near what those features allow."
  },
  {
   "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/replica2.py",
   "quote": "mu_ln = math.log(size_mean) - 0.5 * 1.2 * 1.2"
  },
  {
   "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/latt.py",
   "quote": "l_ret = Z * o.get('rho', RHO) * phi((math.log(max(d, 1e-9)) - LD_M) / LD_S) / (max(d, 1e-9) * LD_S)"
  },
  {
   "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/real.py",
   "quote": "LD_M, LD_S = math.log(11.12e-4), 1.176   # own-fill spot move of a retail first trade: lognormal fit"
  }
 ]
}