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 10 months ago)
Stargazers 28 (0 this week)
Watchers 1 (0 this week)
Forks 8
License gpl-3.0
Ranking

RepositoryStats indexes 618,350 repositories, of these lcsrodriguez/optimalHFT is ranked #598,216 (3rd percentile) for total stargazers, and #558,147 for total watchers. Github reports the primary language for this repository as Jupyter Notebook, for repositories using this language it is ranked #17,553/18,432.

lcsrodriguez/optimalHFT is also tagged with popular topics, for these it's ranked: optimization (#907/924)

Star History

Github stargazers over time

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Watcher History

Github watchers over time, collection started in '23

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Recent Commit History

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

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Yearly Commits

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Issue History

No issues have been posted

Languages

The only known language in this repository is Jupyter Notebook

Jupyter NotebookJupyter Notebook

updated: 2025-02-22 @ 12:27am, id: 633336883 / R_kgDOJb_0Mw