lcsrodriguez / optimalHFT

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

Date Created 2023-04-27 (about a year ago)
Commits 21 (last one 6 months ago)
Stargazers 26 (2 this week)
Watchers 1 (0 this week)
Forks 7
License gpl-3.0
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RepositoryStats indexes 564,918 repositories, of these lcsrodriguez/optimalHFT is ranked #556,028 (2nd percentile) for total stargazers, and #521,156 for total watchers. Github reports the primary language for this repository as Jupyter Notebook, for repositories using this language it is ranked #15,838/16,265.

lcsrodriguez/optimalHFT is also tagged with popular topics, for these it's ranked: optimization (#842/855)

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21 commits on the default branch (main) since jan '22

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updated: 2024-09-26 @ 10:48am, id: 633336883 / R_kgDOJb_0Mw