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dev-belly merged 1 commit into from
Oct 8, 2026
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docs: refresh demo participation after execution-window repair #8

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19 changes: 11 additions & 8 deletions README.md
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Original file line number Diff line number Diff line change
Expand Up @@ -35,14 +35,14 @@ SYNTHETIC DATA - deterministic generator, not a real venue.

policy style fill maker vs_arrival_bps vs_vwap_bps is_bps participation
----------- ---------- ------- ------ -------------- ----------- ------- -------------
twap passive 100.00% 96.3% -7.9369 -0.8977 -7.9369 1.888%
twap aggressive 100.00% 5.1% -6.9336 0.1063 -6.9336 1.888%
vwap passive 100.00% 96.3% -7.9001 -0.8608 -7.9001 1.888%
vwap aggressive 100.00% 5.3% -6.8957 0.1442 -6.8957 1.888%
pov passive 100.00% 100.0% -5.0705 1.9707 -5.0705 1.888%
pov aggressive 100.00% 3.4% -3.3543 3.6881 -3.3543 1.888%
is_baseline passive 100.00% 97.4% -7.1082 -0.0685 -7.1082 1.888%
is_baseline aggressive 100.00% 4.8% -6.1079 0.9325 -6.1079 1.888%
twap passive 100.00% 96.3% -7.9369 -0.8977 -7.9369 2.198%
twap aggressive 100.00% 5.1% -6.9336 0.1063 -6.9336 2.198%
vwap passive 100.00% 96.3% -7.9001 -0.8608 -7.9001 2.198%
vwap aggressive 100.00% 5.3% -6.8957 0.1442 -6.8957 2.198%
pov passive 100.00% 100.0% -5.0705 1.9707 -5.0705 2.198%
pov aggressive 100.00% 3.4% -3.3543 3.6881 -3.3543 2.198%
is_baseline passive 100.00% 97.4% -7.1082 -0.0685 -7.1082 2.198%
is_baseline aggressive 100.00% 4.8% -6.1079 0.9325 -6.1079 2.198%
```

**Read the first two cost columns together.** Passive TWAP beats both benchmarks;
Expand All @@ -52,6 +52,9 @@ market move between arrival and the volume-weighted price during the order windo
The platform ships with `sql/02_benchmark_disagreement.sql` and presents both
cost columns together.

Participation divides filled quantity by market volume observed inside the parent
execution window. Warm-up and later markout events do not enter that denominator.

## Tech stack

| Layer | Tools used here |
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