A Python high-frequency intraday trading engine for simulating the rolling intrinsic strategy on the European market, solved as a dynamic program. See our paper (tbd, Schaurecker & Wozabal et al.
Top picks for Python readers on InfoWorld Get started with the free-threaded build of Python 3.13 True multithreading in Python is here at last! Now, you just need to make it work in your programs.
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