I originally just wanted to take advantage of the holiday to increase trading volume on #Variational, expecting to achieve low slippage. Unexpectedly, an Alpha emerged?👀

The original optimization goal was just to cover slippage, but it unexpectedly turned into a stable profit-making market-making model.
Figure 1 shows the backtest curve over the past few months, and Figure 2 shows the live trading results from the past two days (funds were just deposited yesterday, and it has already gained 21%).
The live performance closely matches the backtest, is this a happy accident? Planning to run a few more days to see the capacity limit.