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Reduce initial HERTZ asset amplitude for improved stability #36

merged 2 commits into from Jan 12, 2018


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commented Oct 19, 2017

Going over the HERTZ asset variables, I believe that further reducing the amplitude would be wise.

At 1/3 amplitude, shorting at the bottom yields a 66% debt appreciation in a matter of two weeks (4.74%/day) which is quite high and may result in a lack of shorters at the bottom (preventing peak shorters from realizing gains).

At 14% (0.14) amplitude and a period of 28 days, the price feed changes at a rate of 1% per day which is more appropriate for an initial implementation of HERTZ. Subsequent HERTZ ABA implementations could explore increased amplitudes.

Apologies for the multiple pull requests, last time for this ABA I promise ;D

grctest added 2 commits Oct 19, 2017
Reduce initial HZ amplitude for improved stability
Reducing the initial HZ amplitude down to 14% from 33% so as to make every day a 1% ($0.01) change, reducing volatility.

Subsequent Hz ABAs could implement larger amplitudes.
@grctest grctest referenced this pull request Jan 8, 2018

@wackou wackou merged commit 22487b4 into wackou:master Jan 12, 2018


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commented Jan 12, 2018

sorry for the delay, got caught up doing lots of other things... :) I'll try to get a release out with it soon


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commented Jan 15, 2018

Thanks, no worries. 👍

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