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proteus
proteus PublicAgent based simulation tool for various market structures and information dissemination mechanisms.
Python
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delta-hedged-amm-lping
delta-hedged-amm-lping Publicnotebook for delta hedging your AMM liquidity position
Jupyter Notebook
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frictional-price-discovery
frictional-price-discovery PublicEmpirical and structural analysis of execution frictions, arbitrage bands, and cross-venue price discovery between CEXs and DEXs.
Jupyter Notebook
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