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Module avellaneda_stoikov_bilateral_hawkes
engine
0.1.0
Module avellaneda_
stoikov_
bilateral_
hawkes
Module Items
Structs
In engine::
strategies
engine
::
strategies
Module
avellaneda_
stoikov_
bilateral_
hawkes
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Structs
ยง
Avellaneda
Stoikov
Bilateral
Hawkes
Parameters
Parameters for the bilateral Hawkes FDM strategy.
Avellaneda
Stoikov
Bilateral
Hawkes
Strategy
Avellaneda-Stoikov strategy driven by precomputed FDM bilateral-Hawkes spreads.