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Module avellaneda_stoikov_exact
engine
0.1.0
Module avellaneda_
stoikov_
exact
Module Items
Structs
In engine::
strategies
engine
::
strategies
Module
avellaneda_
stoikov_
exact
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Avellaneda
Stoikov
Exact
Parameters
Parameters for the exact Avellaneda-Stoikov GBM strategy (constant sigma).
Avellaneda
Stoikov
Exact
Strategy
Avellaneda-Stoikov strategy driven by the exact GBM matrix-ODE solution.