/CornellCantor2012Project

Market making based on VWAP

Primary LanguageObjective-C

To run the simulation you have 2 choices.

The 1st one is to run a simulation on a single stock, for that you can use the file main_single_stock and choose the name of the ticker at the beginning of the file. And if you want to you can also change on how many days you run the simulation, from 1 to 175 days.

If you want a simulation that trades on several stock use the file main_multiple_stocks, and things are very similar to the one stock case.