SolStat is a Math library written in solidity for statistical function approximations. The library is composed of two core libraries; Gaussian.sol, and Invariant.sol. We will go over each of these libraries and their testing suites. We at Primitive use these libraries to support development with RMM-01s unique trading function, which utilizes the cumulative distribution function (CDF) of the normal distribution denoted by the greek capital letter Phi($\Phi$) in the literature [1,2]. You may recognize the normal or Gaussian distribution as the bell curve. This distribution is significant in modeling real-valued random numbers of unknown distributions. Within the RMM-01 trading function and options pricing, the CDF is used to model random price movement of a Markov process. Since price paths are commonly modeled with markovian proccesses, we believe that the greater community will find value in this library.
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