Boulder-Investment-Technologies/lppls

Optimizing and high freq.

batuhan3526 opened this issue · 2 comments

Hello, I just discovered this wonderful thing. But I am wondering how to optimize so many parameters in short time intervals. Could you help me about this ?

Hi @batuhan3526,
This issues has a similar question - #86
There is a google colab notebook linked in that issue that demonstrates fitting the model to minute bars. Take a look and let me know if this helps or not.
Best,
Josh

Hello @Joshwani I already used this code. But the model takes many inputs. I don't know what the result will be for each input. Therefore, I think to create a number range for each input and try these numbers. But I don't know how to do this for now