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Electronic Markets Project

Name		Name	Last commit message	Last commit date
Latest commit History 38 Commits
.ipynb_checkpoints		.ipynb_checkpoints
Bibliographie		Bibliographie
Drafts		Drafts
Images used in the latex document		Images used in the latex document
LatexGraphs		LatexGraphs
Report drafts		Report drafts
data		data
newgraphs		newgraphs
Agenda.ipynb		Agenda.ipynb
Almgren Chriss - VOLATILITY ESTIMATION.ipynb		Almgren Chriss - VOLATILITY ESTIMATION.ipynb
Almgren-Chriss - DYNAMIC PROGRAMMING.ipynb		Almgren-Chriss - DYNAMIC PROGRAMMING.ipynb
Almgren-Chriss - QUADRATIC PROGRAMMING.ipynb		Almgren-Chriss - QUADRATIC PROGRAMMING.ipynb
Almgren-Chriss - VOLATILITY AND ALMGREN-CHRISS.ipynb		Almgren-Chriss - VOLATILITY AND ALMGREN-CHRISS.ipynb
Almgren-Chriss-Volatility-Estimation.ipynb		Almgren-Chriss-Volatility-Estimation.ipynb
Electronic Markets Project - Master 203 - David, Bagourd, Bizri.pdf		Electronic Markets Project - Master 203 - David, Bagourd, Bizri.pdf
README.md		README.md
Untitled.ipynb		Untitled.ipynb
Volatility_and_quadratic_programming.ipynb		Volatility_and_quadratic_programming.ipynb
data.xlsx		data.xlsx
efficient_frontier_IS.png		efficient_frontier_IS.png
efficient_frontier_VWAP.png		efficient_frontier_VWAP.png
image1.png		image1.png
image2.png		image2.png
image3.png		image3.png
image4.png		image4.png
image5.png		image5.png
image6.png		image6.png
liquidation_IS.png		liquidation_IS.png