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Module avellaneda_stoikov_hawkes

engine::strategies

Module avellaneda_stoikov_hawkes 

Source

Structsยง

AvellanedaStoikovHawkesParameters
Parameters for the Hawkes-aware Avellaneda-Stoikov strategy.
AvellanedaStoikovHawkesStrategy
Avellaneda-Stoikov strategy driven by precomputed FDM Hawkes spreads.