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You study mathematics because it is the poetry of the universe

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You study mathematics because it is the poetry of the universe
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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 / 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 / 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 / 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 / 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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{"version":"0.1.0","name":"pump","instructions":[{"name":"initialize","docs":["Creates the global state."],"accounts":[{"name":"global","isMut":true,"isSigner":false},{"name":"user","isMut":true,"isSigner":true},{"name":"systemProgram","isMut":false,"isSigner":false}],"args":[]},{"name":"setParams","docs":["Sets the global state parameters."],"accounts":[{"name":"global","isMut":true,"isSigner":false},{"name":"user","isMut":true,"isSigner":true},{"name":"systemProgram","isMut":false,"isSigner":false},{"name":"eventAuthority","isMut":false,"isSigner":false},{"name":"program","isMut":false,"isSigner":false}],"args":[{"name":"feeRecipient","type":"publicKey"},{"name":"initialVirtualTokenReserves","type":"u64"},{"name":"initialVirtualSolReserves","type":"u64"},{"name":"initialRealTokenReserves","type":"u64"},{"name":"tokenTotalSupply","type":"u64"},{"name":"feeBasisPoints","type":"u64"}]},{"name":"create","docs":["Creates a new coin and bonding curve."],"accounts":[{"name":"mint","isMut":true,"isSigner":true},{"n
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nazariyv / cursor
Created August 25, 2024 12:53 — forked from swayducky/cursor
This fixes using "cursor" command in WSL
#!/usr/bin/env sh
# LATEST VERSION OF THIS SCRIPT: https://gist.github.com/swayducky/8ba8f2db156c7f445d562cdc12c0ddb4
# FORKED FROM: https://gist.github.com/ddwang/0046da801bcb29d241869d37ad719394
# 1) No longer has a hard-coded COMMIT
# 2) Auto-symlinks a "code" script to avoid wslCode.sh breaking
# HOW TO INSTALL:
# 1) Remove "c:\Users\<USER_NAME>\AppData\Local\Programs\cursor\resources\app\bin" from Windows Environment Settings
# 2) Modify this script with your Windows <USER_NAME> (NOT your WSL username) in the VSCODE_PATH variable
@nazariyv
nazariyv / decorator.py
Created October 6, 2021 19:38 — forked from jaantollander/decorator.py
Template for Python decorator function and class
import functools
def decorator(function):
"""A general decorator function"""
@functools.wraps(function)
def wrapper(*args, **kwargs):
# Write decorator function logic here
# Before function call