ABIDES v1.0: NeurIPS 2019
This v1.0 release of ABIDES is the version utilized in papers submitted to the NeurIPS 2019 AI Finance workshop, and is also the version intended for use in Ga Tech's CS 7646 Machine Learning for Trading class for Fall 2019. It adds an OU process oracle, new example agents, a new standard configuration, ETF markets, and ZI strategy changes.