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Browse files- fold_metrics.json +165 -165
- holdout_metrics.json +38 -38
- lgbm_model.txt +0 -0
- optuna_report.json +161 -162
- thresholds.json +3 -4
fold_metrics.json
CHANGED
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@@ -1,96 +1,96 @@
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thresholds.json
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|
|
| 1 |
{
|
| 2 |
"trading": {
|
| 3 |
+
"edge_threshold": 0.09326448863310753,
|
| 4 |
+
"entry_price_max": 0.5387245541820055
|
|
|
|
| 5 |
},
|
| 6 |
+
"notes": "Edge-margin rule: edge_up = model_pred - up_ask; edge_dn = (1 - model_pred) - dn_ask. Enter the side with the larger edge, iff that edge >= edge_threshold. Edge is expected PnL per share before fees."
|
| 7 |
}
|