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/*
* Exercise 3-3. Write a function expand(s1,s2) that expands shorthand
* notations like a-z in the string s1 into the equivalent complete list
* abc...xyz in s2. Allow for letters of either case and digits, and be
* prepared to handle cases like a-b-c and a-z0-9 and -a-z. Arrange that
* a leading or trailing - is taken literally.
*/
#include <stdio.h>
@paragonie-scott
paragonie-scott / crypto-wrong-answers.md
Last active September 25, 2025 14:56
An Open Letter to Developers Everywhere (About Cryptography)
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@sebjai
sebjai / STA4505-FPCA.ipynb
Last active June 25, 2025 18:22
STA4505-FPCA
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@sebjai
sebjai / PriceLimitSim.ipynb
Last active June 25, 2025 18:23
Algo Trading Book Price Limiter (Chapter 7.2 of of Algorithmic and High-Frequency Trading by Cartea, Jaimungal, Penalva, published by Cambridge University Press)
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@sebjai
sebjai / short_term_alpha.ipynb
Last active October 3, 2025 13:00
Market Making in Short-Term Alpha (Chapter 10.4.2 of Algorithmic and High-Frequency Trading by Cartea, Jaimungal, Penalva, published by Cambridge University Press)
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@sebjai
sebjai / OrderFlow.ipynb
Created September 26, 2019 21:39
Optimal trading with order-flow and short-term alpha
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@sebjai
sebjai / Execution_Limit_MarketOrder.ipynb
Last active May 4, 2025 09:43
Implementation of optimal execution using limit and market orders from Chap 8.5 of Algorithmic and High-Frequency Trading by Cartea, Jaimungal, & Penalva (2015) Cambridge University Press
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@sebjai
sebjai / TargetPercent_MarketSpeed.ipynb
Last active June 25, 2025 18:25
Optimal execution with a percentage of volume target (Chap 9.2 of Algorithmic and High-Frequency Trading (c) Cartea, Jaimungal, & Penalva 2015 Cambridge University Press)
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@sebjai
sebjai / Liquidation_Permanent_Price_Impact.ipynb
Created October 30, 2019 00:47
Optimal Execution with linear and non-linear impact. Chapter 6 of Algorithmic and High-Frequency Trading (c) Cartea, Jaimungal, & Penalva, 2015 Cambridge University Press
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