Daemon Goldsmith - Order Flow Trading For Fun And Profit.pdf (AUTHENTIC — Review)

pnl = []

import numpy as np import pandas as pd spread = 0.05 half_spread = spread / 2 mid_price = 100.00 inventory = 0 cash = 10000 num_trades = 1000 Daemon's limit prices bid_limit = mid_price - 0.02 ask_limit = mid_price + 0.07 daemon goldsmith - order flow trading for fun and profit.pdf

# Mark-to-market PnL mtm = cash + inventory * mid_price pnl.append(mtm) final_pnl = pnl[-1] - 10000 print(f"Final PnL: $final_pnl:.2f") print(f"Total trades executed: num_trades") pnl = [] import numpy as np import pandas as pd spread = 0

Typical output (varies by random seed):