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limit-order-book-market-making
limit-order-book-market-making PublicMarket making on a limit order book matching engine in Python.
Python 1
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portfolio-modeling
portfolio-modeling PublicMean-reverting portfolio modeling using maximum-likelihood estimation.
Jupyter Notebook
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brownian-market-making
brownian-market-making PublicA playground for market making on a brownian motion.
Python 2
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