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Hedge 实盘运行效果？ #8

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woshiyyya opened this issue Jul 15, 2021 · 0 comments

woshiyyya commented Jul 15, 2021

系统通过检测某一种资产数量是否有 delta 的变化，若有则在中心化交易所挂单购买该种资产，但代码貌似没有考虑交易价差以及交易手续费的影响？所以想问下这个 hedger 在实盘运行真实的收益有多少呢？

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