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Author Topic: How to create stable algorithm for price discovery in Frequent Batch Auction?  (Read 164 times)
wonabru (OP)
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October 10, 2017, 04:43:59 PM
 #1

Maybe someone would be interested in our solution to the problem (there is included code in python):

https://medium.com/@krzysztofurbanowicz/how-to-create-stable-algorithm-for-price-discovery-in-frequent-batch-auction-2c8824161aaa

All the best
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