Increase order duration to 16s #379
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codyborn
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zhongeric,
alanhwu and
ConjunctiveNormalForm
zhongeric
approved these changes
Sep 25, 2024
ConjunctiveNormalForm
approved these changes
Sep 25, 2024
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In statsig I'm doubling the slippage from 10 bps to 20 bps. To keep the same decay slope, I'm doubling the duration of the decay. The goal is to improve fill rate while keeping PI the same.