A Computational Framework/Engine for Market Microstructure High Frequency Modeling, Synthetic Simulation and Historical Market Reconstruction/Replay
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Create hawkes process generator #28
Closed
IFFranciscoME closed 2 months ago
Progress related to Orderbook modeling, and indirectly towards Synthetic Orderbook Generation as well.
This pr closes #27
Some other refinement will be needed, as well better documentation and tests.