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eo1989/short_term_alpha.ipynb

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Created August 26, 2023 00:24
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Market Making in Short-Term Alpha (Chapter 10.4.2 of Algorithmic and High-Frequency Trading by Cartea, Jaimungal, Penalva, published by Cambridge University Press)
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short_term_alpha.ipynb
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shot_term_alpha_helpers.ipynb
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