lcsrodriguez/optimalHFT
HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
Jupyter NotebookGPL-3.0
No issues in this repository yet.
HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
Jupyter NotebookGPL-3.0
No issues in this repository yet.