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Thanks for the link. Been looking for something to learn and try trading algorithms in. We use a CPLEX solver library from IBM at work but it's not used for t

by ct 17y ago

Thanks for the link. Been looking for something to learn and try trading algorithms in. We use a CPLEX solver library from IBM at work but it's not used for trading but for optimizing a different set of constraints. Interesting to see MS has a solution as well.