I submitted the EWMA Asymmetric + Volatility Overlay AMM Strategy to this challenge. The strategy's edge efficiency stands at 68.3 basis points per retail volume, a notable 60% increase over the normalizer's 43.1 basis points. However, it currently captures only 42.9% of the
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I submitted the EWMA Asymmetric + Volatility Overlay AMM Strategy to this challenge. The strategy's edge efficiency stands at 68.3 basis points per retail volume, a notable 60% increase over the normalizer's 43.1 basis points. However, it currently captures only 42.9% of the