Neil Chriss
@neilchriss
5 Following • 1.6K Followers
Former CEO and co-CIO Paloma Partners. Omnis Quant. Former CIO Hutchin Hill Capital. Trustee at IAS.
The paper continues to elucidate the game theoretic nature of trading in competition and shows how equilibrium strategies arise as the limit of a dynamic set of adjustments traders make to one another.
326 views • 2 likes • 3 months ago
The paper contains a link to a GitHub repository with implementations of all the algorithms in the paper. It was written by @vragulin who was immensely helpful during the process of writing the paper.
292 views • 1 likes • 3 months ago
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