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Module kelly_rigorous
engine
0.1.0
Module kelly_
rigorous
Module Items
Structs
In engine::
strategies
engine
::
strategies
Module
kelly_
rigorous
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Structs
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Kelly
Rigorous
Parameters
Parameters for the rigorous Kelly (log-utility) strategy.
Kelly
Rigorous
Strategy
Kelly-optimal market-making strategy driven by the rigorous log-utility HJB.