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  1. Utility-based-market-making Utility-based-market-making Public

    Utility based approach in market-making problem.

    Python 4 1

  2. Limit-order-book-dynamics Limit-order-book-dynamics Public

    Realization of the "Limit order book models and optimal trading strategies" by M.Höschler.

    Jupyter Notebook

  3. vaantipov/vega_project vaantipov/vega_project Public

    This repo contains implementation of ES algorithm from https://arxiv.org/pdf/1703.03864.pdf.

    Jupyter Notebook

  4. Second-Matrix Second-Matrix Public

    C++