GitHub - evanmahony/Avellaneda-Stoikov: Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov

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AvellanedaStoikovFinal.py		AvellanedaStoikovFinal.py

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Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov

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