Cython Python for Quants''3
We have added part 1 of Cython handbook to the market notes. It is designed to be much more dense and act as a handbook for cythonizing Python projects.
This is a natural continuation from our last post:
Also - we will move on and add multi-variable calculus continuing from here:
The object is to do ODE and PDE so that I can add proper treatment of the literature of market microstructure.
Market notes (945 pages)