You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
where $p_u$ is the price at the upper end of the range (`upper price` for the upper range and `base price` for the lower range) and $p_l$ is the corresponding lower price for the range. With this, the average entry price can be found to be
where $p_a$ is the average execution price across the range and other values are as defined above. Finally, the risk factor which will be used for calculating leverage at bounds