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03_30_2023.txt
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23 lines (16 loc) · 819 Bytes
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Features:
- Market Making Entity Equity Label (1)
- Aggressive Market Making Peg Scheme Constructor #1 (2, 3, 4)
- Aggressive Market Making Peg Scheme Limit Price #1 (5, 6, 7)
- Aggressive Market Making Peg Scheme Step Value (8, 9)
- Aggressive Market Making Peg Scheme No Cross (10, 11)
- Aggressive Market Making Peg Scheme Limit Price #2 (12, 13, 14)
- Aggressive Market Making Peg Scheme Ticker (15, 16)
- Aggressive Market Making Peg Scheme Standard #1 (17, 18, 19)
- Aggressive Market Making Peg Scheme Constructor #2 (20, 21)
- Aggressive Market Making Peg Scheme Standard #2 (22, 23, 24)
Bug Fixes/Re-organization:
Samples:
IdeaDRIP:
- High-frequency Trading in a Limit Order Book Introduction (25-54)
- High-frequency Trading in a Limit Order Book The Model - Mid-price of the Stock (55-60)