├── Cont article research ├── get_p1_ups.ipynb └── prepare_vols.ipynb ├── README.md ├── Stoikov strategy ├── stoikov_strategy.py └── strategy_run.ipynb ├── hft1_Alpatov.ipynb └── hft2_Alpatov_final.ipynb /Cont article research/get_p1_ups.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ialpatov/hft/HEAD/Cont article research/get_p1_ups.ipynb -------------------------------------------------------------------------------- /Cont article research/prepare_vols.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ialpatov/hft/HEAD/Cont article research/prepare_vols.ipynb -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ialpatov/hft/HEAD/README.md -------------------------------------------------------------------------------- /Stoikov strategy/stoikov_strategy.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ialpatov/hft/HEAD/Stoikov strategy/stoikov_strategy.py -------------------------------------------------------------------------------- /Stoikov strategy/strategy_run.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ialpatov/hft/HEAD/Stoikov strategy/strategy_run.ipynb -------------------------------------------------------------------------------- /hft1_Alpatov.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ialpatov/hft/HEAD/hft1_Alpatov.ipynb -------------------------------------------------------------------------------- /hft2_Alpatov_final.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ialpatov/hft/HEAD/hft2_Alpatov_final.ipynb --------------------------------------------------------------------------------