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Evolving ab initio trading strategies in heterogeneous environments

Dec 19, 2019
David Rushing Dewhurst, Yi Li, Alexander Bogdan, Jasmine Geng

* 20 pages (10 main body, 10 appendix), 11 figures (6 main body, 5 appendix), open-source matching engine implementation available at https://gitlab.com/daviddewhurst/verdantcurve 

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