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ABIDES v1.0: NeurIPS 2019

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@davebyrd davebyrd released this 13 Sep 22:02
· 29 commits to master since this release

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.