A practical sandbox for market microstructure research. Explore how clustered order flow emerges from Hawkes processes, prototype execution logic on a deterministic C++ limit order book, and surface ...
This is a reference implementation and will not be actively maintained in the future. The code in this repository is a refactored version of the codebase we used to produce the results in the paper ...
Abstract: Cloud Computing is a looming and auspicious outcome which offers optimal resource utilization on demand. Elasticity is the feature available in cloud computing which compliments to the ...
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