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  1. limit-order-book-market-making limit-order-book-market-making Public

    Market making on a limit order book matching engine in Python.

    Python

  2. portfolio-modeling portfolio-modeling Public

    Mean-reverting portfolio modeling using maximum-likelihood estimation.

    Jupyter Notebook

  3. brownian-market-making brownian-market-making Public

    A playground for market making on a brownian motion.

    Python 1