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Module avellaneda_stoikov_heston
engine
0.1.0
Module avellaneda_
stoikov_
heston
Module Items
Structs
In engine::
strategies
engine
::
strategies
Module
avellaneda_
stoikov_
heston
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Structs
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Avellaneda
Stoikov
Heston
Parameters
Parameters for the Heston-aware FDM Avellaneda-Stoikov strategy.
Avellaneda
Stoikov
Heston
Strategy
Avellaneda-Stoikov strategy driven by precomputed FDM Heston spreads.