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opage / PriceLimitSim.ipynb
Created January 29, 2025 11:09 — forked from sebjai/PriceLimitSim.ipynb
Algo Trading Book Price Limiter (Chapter 7.2 of of Algorithmic and High-Frequency Trading by Cartea, Jaimungal, Penalva, published by Cambridge University Press)
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opage / short_term_alpha.ipynb
Created January 29, 2025 11:08 — forked from sebjai/short_term_alpha.ipynb
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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opage / STA2536-exponential-MixtureModel.ipynb
Created January 29, 2025 11:08 — forked from sebjai/STA2536-exponential-MixtureModel.ipynb
Estimation exponential mixture models
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opage / OrderFlow.ipynb
Created January 29, 2025 11:08 — forked from sebjai/OrderFlow.ipynb
Optimal trading with order-flow and short-term alpha
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opage / Execution_Limit_MarketOrder.ipynb
Created January 29, 2025 11:08 — forked from sebjai/Execution_Limit_MarketOrder.ipynb
Implementation of optimal execution using limit and market orders from Chap 8.5 of Algorithmic and High-Frequency Trading by Cartea, Jaimungal, & Penalva (2015) Cambridge University Press
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opage / TargetPercent_MarketSpeed.ipynb
Created January 29, 2025 11:08 — forked from sebjai/TargetPercent_MarketSpeed.ipynb
Optimal execution with a percentage of volume target (Chap 9.2 of Algorithmic and High-Frequency Trading (c) Cartea, Jaimungal, & Penalva 2015 Cambridge University Press)
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opage / Liquidation_Permanent_Price_Impact.ipynb
Created January 29, 2025 11:07 — forked from sebjai/Liquidation_Permanent_Price_Impact.ipynb
Optimal Execution with linear and non-linear impact. Chapter 6 of Algorithmic and High-Frequency Trading (c) Cartea, Jaimungal, & Penalva, 2015 Cambridge University Press
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Principles of Adult Behavior

  1. Be patient. No matter what.
  2. Don’t badmouth: Assign responsibility, not blame. Say nothing of another you wouldn’t say to him.
  3. Never assume the motives of others are, to them, less noble than yours are to you.
  4. Expand your sense of the possible.
  5. Don’t trouble yourself with matters you truly cannot change.
  6. Expect no more of anyone than you can deliver yourself.
  7. Tolerate ambiguity.
  8. Laugh at yourself frequently.
#Taliance!
Taliance.GF.Database.dbproj.schemaview
#===========================
# Build Folders (you can keep bin if you'd like, to store dlls and pdbs)
[Bb]in/
[Oo]bj/
# mstest test results
TestResults