Recently participated in Optiver's algo trading challenge, will release the full code set so anyone interested in quant (like me) can have a play around with it.
Includes a whole simulation and some provided datasets.
@jack_whitcomb_ Looking at irfs and figuring out why they respond like they do helps build intuitive knowledge of how these models work.
Classically at uni you would start with the most simple RBC model and then start adding things like Calvo vs Rotemberg, money etc.
"Coin it. SBR. PIPE funded DAT. The 92nd pending ETF. SEC approval. -"
You bolt awake in the mountains of Carthage. You are not online. It is 217 BC. You are the general Hannibal, and you have changed your mind. The future cannot come to pass. Rome must burn.