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re-ordering metals and energies
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systems/bof/config/fut_strategy_v1_6.yaml

Lines changed: 7 additions & 7 deletions
Original file line numberDiff line numberDiff line change
@@ -792,30 +792,30 @@ instrument_weights:
792792
ZAR: 0.0322
793793
metals:
794794
weight: 0.143
795-
BITCOIN: 0.09
796-
ETHER-micro: 0.09
797795
ALUMINIUM: 0.09
796+
BITCOIN: 0.09
798797
COPPER-micro: 0.09
799-
IRON: 0.09
800-
STEEL: 0.09
798+
ETHER-micro: 0.09
801799
GOLD_micro: 0.09
800+
IRON: 0.09
802801
PALLAD: 0.09
803802
PLAT: 0.09
804803
SILVER: 0.09
804+
STEEL: 0.09
805805
energies:
806806
weight: 0.143
807-
EUA: 0.0833
808-
GAS_US_mini: 0.143
809807
BRENT_W: 0.143
810808
CRUDE_W: 0.143
811809
#ETHANOL: 0.077
810+
EUA: 0.0833
812811
GASOIL: 0.143
813812
GASOLINE: 0.143
813+
GAS_US_mini: 0.143
814814
HEATOIL: 0.143
815815
vol:
816816
weight: 0.143
817-
V2X: 0.5
818817
VIX_mini: 0.5
818+
V2X: 0.5
819819

820820
# Total: 53
821821
# 1/6: 0.1667

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