As I mention often on this blog, I have a great interest in the universe—astrophysics, quantum mechanics, cosmology, all that stuff. With that, I’m no expert in any of it. I just enjoy reading and ...
A Python high-frequency intraday trading engine for simulating the rolling intrinsic strategy on the European market, solved as a dynamic program. See our paper (tbd, Schaurecker & Wozabal et al.
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