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philsong/TargetPercent_MarketSpeed.ipynb

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Created September 7, 2021 10:57
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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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TargetPercent_MarketSpeed.ipynb
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TargetRate_MarketSpeed_Helper.ipynb
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