The alpha calculation can (and should) use floating point math. If the market has a midpoint of $99.99 with a bid/ask of $99.98/$100.00, you could compute a bunch of signals and end up with an alpha-adjusted midpoint of…
The alpha calculation can (and should) use floating point math. If the market has a midpoint of $99.99 with a bid/ask of $99.98/$100.00, you could compute a bunch of signals and end up with an alpha-adjusted midpoint of…