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Implement ITCH midpoint #6

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juanhenao21 opened this issue Mar 25, 2019 · 0 comments

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Price response functions and spread i...

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juanhenao21 commented Mar 25, 2019

Try again to implement the midpoint price. The idea is to have the basics from Sebastian implementation but improve the last part.

juanhenao21 added the enhancement label

juanhenao21 added this to To do in Price response functions and spread impact in correlated financial markets

juanhenao21 closed this as completed

juanhenao21 moved this from To do to Done in Price response functions and spread impact in correlated financial markets

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