default_config.json

{
    "data_mode": "backtest",
    "return_function_params": {
        "mu": -0.0001,
        "alpha": 0.2444,
        "beta":0.053,
        "delta":0.0003,
        "lambda_":-0.52,

        "sigma": -99999.0,
        "current_price": 10000,
        "N": 100,
        "T": 1825
    },
    "return_function": "Generalized Hyperbolic",
    "save_logs": false,
    "strategy_function_params" : {
        "amount_multiple":   1.0,
        
        "percent_allocated": 0.5,
        
        "rebalance_threshold_down":  0.8,
        "rebalance_threshold_up":  1.2,

        "max_rebalances": 365,
        "rebalance_every": 365,

        "cash_interest": 0.01,
        "coin_interest": 0.01,

        
        "option_every_itervals":  365 ,
        "option_duration":  360,
        "option_amount_pct_of_notional":  0.3,
        "option_straddle_pct_from_strike":   0.07,
        
        "ticker_name" :  "ETH",
        "all_series_backtest" : false,
        "benchmark_strategy_name": "Buy and Hold"

        
        
                                }
    ,"plot_params": {"show_plot": false
                    ,"ci":0.975
                    }

}