Re: Bitcoin arbitrage on GitHub: ~2% monthly return, market-neutral long/short
Thank you for your reply. You seem very knowledgeable about all this 
Could you explain the idea behind "OrderBookFactor"? How does the number have a correlation with the liquidity? If I set it at 3.0, is it 3x the spread, or?
Thank you! I'm probably not ready to start contributing much however I'm learning quite a fair amount and hopefully I'll be able to add something in the future.
Could you explain the idea behind "OrderBookFactor"? How does the number have a correlation with the liquidity? If I set it at 3.0, is it 3x the spread, or?
Thank you! I'm probably not ready to start contributing much however I'm learning quite a fair amount and hopefully I'll be able to add something in the future.