├── Code ├── almgren_chris.py ├── gbm.py ├── konishi.py └── simulation_engine.py ├── Data.zip ├── Papers ├── OW-2013.pdf ├── Obzhiaeva and wang optimal trading strategy.pdf ├── Overview.pdf ├── Project paper XI.pdf ├── almgre_chriss.pdf ├── gatheral_gbm.pdf ├── hjb.pdf └── loren almgren dynamic.pdf └── README.md /Code/almgren_chris.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/kousik97/Order-Execution-Strategy/HEAD/Code/almgren_chris.py -------------------------------------------------------------------------------- /Code/gbm.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/kousik97/Order-Execution-Strategy/HEAD/Code/gbm.py -------------------------------------------------------------------------------- /Code/konishi.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/kousik97/Order-Execution-Strategy/HEAD/Code/konishi.py -------------------------------------------------------------------------------- /Code/simulation_engine.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/kousik97/Order-Execution-Strategy/HEAD/Code/simulation_engine.py -------------------------------------------------------------------------------- /Data.zip: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/kousik97/Order-Execution-Strategy/HEAD/Data.zip -------------------------------------------------------------------------------- /Papers/OW-2013.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/kousik97/Order-Execution-Strategy/HEAD/Papers/OW-2013.pdf -------------------------------------------------------------------------------- /Papers/Obzhiaeva and wang optimal trading strategy.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/kousik97/Order-Execution-Strategy/HEAD/Papers/Obzhiaeva and wang optimal trading strategy.pdf -------------------------------------------------------------------------------- /Papers/Overview.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/kousik97/Order-Execution-Strategy/HEAD/Papers/Overview.pdf -------------------------------------------------------------------------------- /Papers/Project paper XI.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/kousik97/Order-Execution-Strategy/HEAD/Papers/Project paper XI.pdf -------------------------------------------------------------------------------- /Papers/almgre_chriss.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/kousik97/Order-Execution-Strategy/HEAD/Papers/almgre_chriss.pdf -------------------------------------------------------------------------------- /Papers/gatheral_gbm.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/kousik97/Order-Execution-Strategy/HEAD/Papers/gatheral_gbm.pdf -------------------------------------------------------------------------------- /Papers/hjb.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/kousik97/Order-Execution-Strategy/HEAD/Papers/hjb.pdf -------------------------------------------------------------------------------- /Papers/loren almgren dynamic.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/kousik97/Order-Execution-Strategy/HEAD/Papers/loren almgren dynamic.pdf -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/kousik97/Order-Execution-Strategy/HEAD/README.md --------------------------------------------------------------------------------