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1. Optimal-Execution-Deep-Reinforcement-Learning Optimal-Execution-Deep-Reinforcement-Learning Public

   Execute the trading instruction as best as possible given a short time horzion with a deep reinforcement learning approach

   Python 2 2

2. Optimal-execution-with-limit-and-market-orders Optimal-execution-with-limit-and-market-orders Public

   Reproducing results of the paper 'Optimal execution with limit and market orders', https://doi.org/10.1080/14697688.2015.1032543

   Mathematica 4

3. Algorithmic-and-High-Frequency-Trading Algorithmic-and-High-Frequency-Trading Public

   Reproduce the result from the book 'Algorithmic and High-Frequency Trading' with the Wolfram Language

   Mathematica 3 5