Lucas RODRIGUEZ

icon indicating a website link lcsrodriguez.github.io icon indicating an email [email protected]

icon location Switzerland icon location Engineer - CS, Applied Mathematics & Quantitative Finance ⬩ Python, C++, Q/KDB+, AWS

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optimalHFT

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HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)

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