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history / goal / roadmap: feed + strategy #34

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zhehaowang opened this issue Jul 20, 2019 · 1 comment
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history / goal / roadmap: feed + strategy #34

zhehaowang opened this issue Jul 20, 2019 · 1 comment
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@zhehaowang
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zhehaowang commented Jul 20, 2019

If we implement #31, we can

  • combine feed and strategy into one binary,
  • have a stream of sampled data, and
  • a reasonable enough scoring mechanism

s.t.

  • given a risk configuration (maxpos, flatvalue)

the binary can

  • find optimal models to allocate asset on
  • automatically place bids, or provide a human with high level stats and ask for confirmation

A human only needs to configure the allocation, approve the program's decisions, and ship the shoes out.

@zhehaowang zhehaowang changed the title goal / roadmap: feed + strategy history / goal / roadmap: feed + strategy Jul 20, 2019
@zhehaowang
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Feed and strategy in one binary seems a bad idea. We now share some IO / logic components instead.
We should describe the current architecture, but otherwise the proposal here is revamped and implemented.

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