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jialuechen
libtca jialuechen
5
135
bsd-2-clause
4
Python Library for Transaction Cost Analysis (TCA)
gpu jax python order-book propagator statistics data-science price-impact best-execution limit-order-book algorithmic-trading high-frequency-data quantitative-finance reinforcement-learning
Created 2024-06-28
56 commits to main branch, last one 11 days ago