You're quantitative developers of the renowned hedge fund Principles Capital Management LLC. You're responsible for building systems and algorithms to execute the fund's trades everyday. In order to execute your trades, you engage brokers to do trading on behalf of you. The brokers differ from one another in cost and your job is to incur the lower total trading cost within a given trading session.
Here are the rules:
- Trading sessions:
- Each trading session lasts 9 minutes