sigma = 1.618

strategy/src/avellaneda_stoikov.rs

@@ -180,7 +180,7 @@ impl AvellanedaStoikov {
     }
 
     pub fn update_sigma_square(&mut self) {
-        self.sigma_square = self.spread_max * dec!(0.5);
+        self.sigma_square = self.spread_max * dec!(1.618);
         self.sigma_square.rescale(10);
     }