IMPORTANT NOTE: Github's servers sporadically don't render the Jupyter notebooks. If that's the case, then you can still view the notebook by copy-pasting its URL at https://nbviewer.jupyter.org/.

The notebooks are based on examples in "Algorithmic and High-Frequency Trading" by Cartea, Jaimungal, and Penalva. Another

These are just bits of code related to examples I wanted to try out myself. I also used some of the code and figures for teaching/talks.