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flipdazed / Export-ExcelProject.ps1
Created Sep 26, 2019 — forked from atifaziz/Export-ExcelProject.ps1
PowerShell script to export VBA project components (classes, modules, etc.) from an Excel workbook
View Export-ExcelProject.ps1
# Copyright (c) 2014 Atif Aziz. All rights reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
@flipdazed
flipdazed / almgren_chriss.py
Created Apr 30, 2019
Linear Almgren-Chriss python model
View almgren_chriss.py
import numba as nb
import numpy as np
def impact_perm(nu, gamma, beta):
"""Returns the permenant dollar price impact per unit time
In paper as :math:`g(\nu)`
Args:
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