https://openreview.net/forum?id=I4R1ejL6Pt&referrer=%5Bthe%20profile%20of%20Sascha%20Yves%20Frey%5D(%2Fprofile%3Fid%3D~Sascha_Yves_Frey1)
Financial exchanges across the world use limit order books (LOBs) to process orders and match trades. For research purposes it is important to have large scale...
limit order bookgpu acceleratedjaxlobsimulator