nazariyv
/ STA4505-FPCA.ipynb
Created
June 25, 2025 18:22
— forked from sebjai/STA4505-FPCA.ipynb
STA4505-FPCA
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nazariyv
/ PriceLimitSim.ipynb
Created
June 25, 2025 18:23
— forked from sebjai/PriceLimitSim.ipynb
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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nazariyv
/ short_term_alpha.ipynb
Created
June 25, 2025 18:24
— forked from sebjai/short_term_alpha.ipynb
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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nazariyv
/ OrderFlow.ipynb
Created
June 25, 2025 18:25
— forked from sebjai/OrderFlow.ipynb
Optimal trading with order-flow and short-term alpha
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nazariyv
/ TargetPercent_MarketSpeed.ipynb
Created
June 25, 2025 18:25
— forked from sebjai/TargetPercent_MarketSpeed.ipynb
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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nazariyv
/ Liquidation_Permanent_Price_Impact.ipynb
Created
June 25, 2025 18:26
— forked from sebjai/Liquidation_Permanent_Price_Impact.ipynb
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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nazariyv
/ quote.rs
Last active
October 6, 2025 22:22
— forked from mubarizkyc/quote.rs
Meteora Dlmm Quote Math
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| use super::bin_array::{Bin, BinArray}; | |
| use super::lb_pair::{LbPair, LbPairExtension}; | |
| use crate::commons::WSOL_MINT; | |
| use arrayvec::ArrayVec; | |
| use pinocchio::{ | |
| account_info::AccountInfo, msg, program_error::ProgramError, pubkey::Pubkey, sysvars::Sysvar, | |
| sysvars::clock::Clock, | |
| }; | |
| use spl_token_2022::{ | |
| self, |
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