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philsong/PriceLimitSim.ipynb

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Created September 7, 2021 10:58
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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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PriceLimitSim.ipynb
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PriceLimitSim_helpers.ipynb
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