A Python high-frequency intraday trading engine for simulating the rolling intrinsic strategy on the European market, solved as a dynamic program. See our paper (tbd, Schaurecker & Wozabal et al.

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I am Professor in the Industrial Engineering and Operations Research department at Columbia University. I received my PhD in Algorithms, Combinatorics and Optimization (ACO) in 2008 from Tepper School ...

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The political and economic turmoil that slowed big giving last year remains a factor in wealthy donors’ giving decisions ...