Skip to main content

inv_price_sigmoid

Function inv_price_sigmoid 

Source
pub fn inv_price_sigmoid(
    forecast_price: f64,
    w_param: f64,
    m_bet_size: f64,
) -> f64
Expand description

Inverse of the sigmoid curve: the market price at which the sigmoid bet size equals m_bet_size given forecast_price (AFML Snippet 10.4).

Returns forecast - m sqrt(w / (1 - m^2)); not finite at |m_bet_size| = 1.