@quantymacro You might be able to pick it up in 1 month, but you can only run it in any significant manner if you have access to a $100m+ system … baseline
We have replicated 2 Models (Deep Learning and Stochastic Differential Equations Based Models) from the paper "Limit Order Book Simulations: A Review" by JP Morgan and University College London. 🧵
Like, Retweet and comment "LOB " to receive the code.
@katbrown There was a huge white blanket being held up inside at the large middle table for privacy, paramedics working, and staff pushed into the corner (about 3 hours ago). Based on the number of police I doubt it’s simply an isolated medical issue. Organised crime issue perhaps …