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ie421_high_frequency_trading_spring_2024 / ie421_hft_spring_2024_group_04 / group_04_project
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Chad Lantz / zdcLG
MIT LicenseSimulation of potential light guides for the ATLAS ZDC in Geant4. Built from Geant4 examples/extended/optical/OpNovice/
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This is a demo strategy that will compute fair value for DIA (dow jones ETF) based on the underlying components. Note it is time sensitive as the components of the index routinely change.
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