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Module normal

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§

NormalOptimizationInput
Inputs to optimize_normal_trade.
NormalOptimizationResult
Output of optimize_normal_trade.
OptimizerConstraints
Tunable bounds on the optimizer’s policy region.

Functions§

optimize_normal_trade
Picks the highest-net-EV trade in the policy region.