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bet_size_sigmoid

Function bet_size_sigmoid 

Source
pub fn bet_size_sigmoid(w_param: f64, price_div: f64) -> f64
Expand description

Sigmoid bet size x / sqrt(w + x^2) for price divergence x = forecast - market (AFML Snippet 10.4).

w_param is the curve’s width (see get_w_sigmoid); the result is in (-1, 1).