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tetratensor/street-algo-trader

By tetratensor

Algorithmic trading client and strategies for a Jane Street–style electronic exchange: pennying market-making, micro-MACD, bond maker, ETF/ADR arbitrage.

GitHub Jupyter Notebook MIT License Updated 21 Mar 2026

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Algorithmic trading client and strategies for a Jane Street–style electronic exchange: pennying market-making, micro-MACD, bond maker, ETF/ADR arbitrage.

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