Mangrove/Market Maker Profiler. This repo contains several usecases to run on a python terminal + one streamlit webapp (available here).
- Install Poetry
- run
poetry install
In case of module import issues, you may want to add a file (in the project root folder) named .env containing a single line:
PYTHONPATH=./
See usecase_xx.py files for demos
poetry run streamlit run ./trajectory.py: call option hedging