Module normal
Expand description
2D grid-search trade optimizer for normal-distribution markets.
Maximises net expected value (EV − collateral) under the trader’s
belief, subject to collateral ≤ budget.
Structs§
- Normal
Optimization Input - Inputs to
optimize_normal_trade. - Normal
Optimization Result - Output of
optimize_normal_trade. - Optimizer
Constraints - Tunable bounds on the optimizer’s policy region.
Functions§
- optimize_
normal_ trade - Picks the highest-net-EV trade in the policy region.