Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Parameter changer traits for G3M and RMM #89

Closed
Autoparallel opened this issue Oct 30, 2023 · 1 comment
Closed

Parameter changer traits for G3M and RMM #89

Autoparallel opened this issue Oct 30, 2023 · 1 comment
Assignees
@clemlak
Labels
agent

Comments

@Autoparallel
Copy link
Contributor

Right now we have a weight changer for vol targeting and momentum. I think it would be good to just make a weight changer trait that can be implemented for those different types of strategies (i.e., they just have a method like compute_new_weights that can be implemented differently).

We can do the same for RMM parameters.

Then we can have a sim file for each strategy contract and the behavior of the parameters is just abstracted into a trait. We can decide which implementation we want to run for that sim in the config or something.
@0xJepsen
Copy link
Contributor

This is blocked until we can have portfolio and G3M all migrated

@0xJepsen 0xJepsen closed this as completed Dec 1, 2023
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees

@clemlak clemlak

Labels
agent
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
3 participants
@Autoparallel @clemlak @0xJepsen