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TODO:

  • Fuzz test DistributionMetrics and quantile estimates for lognormal, pareto, bimodal, etc. distributions; whats the expected relative error? How consistent is it?
  • Use SmartCore K-means for category analysis
  • How can we normalize volume across categories?
  • Time series analysis for testing the effects of markout time
    • Quantile regression w/ markout as ordinal variable (coded as ortho polynomials)?
    • Treat markout time as continuous or ordinal?
    • EDA on daily total LVR time series shows stationarity and no significant autocorrelation for all markout times
    • ^how does fat tails affect time series assumptions?
    • Stochastic volatility modeling (often used for returns, which are multiplicative tho)?