@Demo public class MRModelFixedGridOnSGXDataDemo extends Object
Using this example. Runs a fixed-grid mean-reversion basket using local SGX SiMSCI and NK tick caches. The two instruments and basket coefficient must be interpreted with their product and currency conventions; the result is not a normalized portfolio return.
Model and publication. No single original research publication is claimed for this library/example policy.
Implementation in this tutorial. This fixed-grid adaptation supplies SGX futures tick caches instead of the FX caches used by MRModelFixedGridDemo; product conventions differ. These are library-specific spread/grid trading policies. A basket converts product prices into a spread; the configured mean-reversion model maps its level or deviation into a desired state, and MeanReversionStrategy translates that state into product orders. Grid distance, periodic/ranged update behavior and scale are distinct controls. The folder name does not mean that option implied volatility is being traded. Mean reversion is an assumption to check, not a property guaranteed by this policy.
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