AshJha0 / electronic-trading

git clone https://github.com/AshJha0/electronic-trading.git

Optimal execution and market making, implemented four times over from the same pinned contract: **Almgren-Chriss (2000)** discrete optimal execution, **Avellaneda-Stoikov (2008)** finite-horizon market making, and execution analytics (Perold implementation-shortfall decomposition, participation rate, a tiny native OLS for market-impact estimation).