Skip to content
Open
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
4 changes: 2 additions & 2 deletions examples/example.py
Original file line number Diff line number Diff line change
Expand Up @@ -17,9 +17,9 @@ def market_making_algo(hbt):

"""
You can find the core ideas from the following articles.
https://ieor.columbia.edu/files/seasdepts/industrial-engineering-operations-research/pdf-files/Borden_D_FESeminar_Sp10.pdf (page 5)
https://web.archive.org/web/20210204083000/https://ieor.columbia.edu/files/seasdepts/industrial-engineering-operations-research/pdf-files/Borden_D_FESeminar_Sp10.pdf (page 5)
https://arxiv.org/abs/1105.3115 (the last three equations on page 13 and 7 Backtests)
https://blog.bitmex.com/wp-content/uploads/2019/11/Algo-Trading-and-Market-Making.pdf
https://web.archive.org/web/20241004182252/https://blog.bitmex.com/wp-content/uploads/2019/11/Algo-Trading-and-Market-Making.pdf

Also see my other repo.
"""
Expand Down