Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Simulate payout of prediction-prophet-gpt4 if we were using Kelly #381

Closed
gabrielfior opened this issue Sep 4, 2024 · 2 comments
Closed
Assignees

Comments

@gabrielfior
Copy link
Contributor

  • We have the positions the agent had when market was resolved (Dune and/or subgraph)
  • We can call the get_kelly_bet and get a bet_amount we would use (let's make this variable, e.g. max_bet_amount = [1,2,5,10]
  • We can then calculate the payout per position, average this out per month, etc and compare with our current payouts
@kongzii
Copy link
Contributor

kongzii commented Sep 5, 2024

Don't we also need agent’s predicted probability to compute Kelly? If agent bought position when market was at 60%, it doesn't mean agents probability wasn't 51% or 99%.

You should be able to query it from Langfuse relatively easily.

@evangriffiths
Copy link
Contributor

See #419 for simulation results. Looks like switching to kelly is a good idea!

@evangriffiths evangriffiths self-assigned this Sep 19, 2024
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

3 participants