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Project presented as a partial fullfilment requirement for the Cardano Developer Professional (CDP) program. An implementation of the Stochastic Supply Curve (Çetin, Jarrow & Protter, 2006) based on Blais & Protter (2010), Árdal (2013) and Hossaka (2018) approaches through Binance's API endpoint live feed data.

License: MIT License

Haskell 61.34% Python 38.66%
binance-api market-microstructure order-book stochastic-supply-curve

lob_ssc_binance's Introduction

        

Bio

I’m a South Brazilian economist of full-blooded Yonsei heritage with a graduate specialization in Financial Management and Control and a master's degree in Applied Mathematics. This means that I am a "man without charm" (Unger, M.) currently living among the most charming people of our beautiful Rio de Janeiro-RJ of mixed cultures, ethnicities, and walks of life.

I majored in Economics (Political Economy and Crisis Theory), but 70% of my work is related to Management Accounting: UFPR may deserve an apology, just like "When Steindl met Kalecki."

Education

little_UFPR Economics (UFPR - 2011)

little_FGV_Management MBA in Financial Management and Control (FGV-RJ - 2014)

little_EMAp_FGV MSc. in Applied Mathematics (EMAp/FGV-RJ - 2018)

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