Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

forex-arbitrage #30

Open
5 of 10 tasks
alessandrozocca opened this issue Apr 8, 2022 · 0 comments
Open
5 of 10 tasks

forex-arbitrage #30

alessandrozocca opened this issue Apr 8, 2022 · 0 comments

Comments

@alessandrozocca
Copy link
Collaborator

alessandrozocca commented Apr 8, 2022

  • unclear why we're referencing https://github.com/hzjken/crypto-arbitrage-framework
  • typos: opporunities, caculation
  • set $N$ is never introduced
  • role of phases $t$ is a bit unclear as well as that of the time (better name could be horizon?) $T$?
  • full mathematical formulation could be added?
  • more comments should be added about the solution?
  • more explicit connection to the theory presented in chapter 4: mention that is a weighted shortest path problem on a directed graph?
  • we also need to explain how is the length of the "cycle" encoded in the context of the shortest path problem
  • Graphviz isn't reliable on MacOS. Switch to networkx for visualizing the networks.
  • Add bibilographic notes
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant