https://github.com/jialuechen/libstoch
C++ Library for Stochastic Optimal Control in Trading
https://github.com/jialuechen/libstoch
algorithmic-trading market-making market-microstructure order-management stochastic-optimization
Last synced: 11 months ago
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C++ Library for Stochastic Optimal Control in Trading
- Host: GitHub
- URL: https://github.com/jialuechen/libstoch
- Owner: jialuechen
- License: mit
- Created: 2024-01-17T14:07:58.000Z (over 2 years ago)
- Default Branch: main
- Last Pushed: 2024-01-27T05:35:30.000Z (over 2 years ago)
- Last Synced: 2024-01-27T06:32:54.824Z (over 2 years ago)
- Topics: algorithmic-trading, market-making, market-microstructure, order-management, stochastic-optimization
- Language: C++
- Homepage:
- Size: 1.2 MB
- Stars: 1
- Watchers: 1
- Forks: 0
- Open Issues: 0
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Metadata Files:
- Readme: README.md
- License: LICENSE