lcsrodriguez/optimalHFT

HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)

语言：Jupyter Notebook · GitHub 星标：40 · Fork：14

话题：calibration · cox-point-process · hft · high-frequency-trading · l1-data · market-making · optimization · parameters-estimation

在 GitHub 上查看原仓库