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@@ -506,7 +506,7 @@ impl Predictor {
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let inventory = self.inventory;
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- let sigma_square = self.fair_price - self.mid_price;
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+ let sigma_square = (self.fair_price - self.mid_price) / self.fair_price;
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let gamma = self.fair_rate_focus_open;
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let kappa = self.fair_rate_focus_close;
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