open-economic-quant-research-data / Microstructure /tests /test_maker_fee_sensitivity.py

Commit History

15 days ago

  1. Add real-data empirical validation across Polymarket CLOB, 785d Binance perp NAV, 312m JKP EM, and 144 L2 scenarios

    Verified signature
    15bf08e
  2. Milestone 3: Empirical Bayes adaptive shrinkage, Long-Only EM timing, Polymarket walk-forward capacity curve, Crypto regime-conditioned composite, and Microstructure Maker queue fee sensitivity

    Verified signature
    f784e93