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lcsrodriguez / optimalHFT
HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
Language:Jupyter Notebook 35
There are 0 repository under l1-data topic.
lcsrodriguez / optimalHFTHFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)