by Louis Saddier and Matteo Marsili
This repo is a refactored copy of https://github.com/babayaga102/A-Bayesian-derivation-of-the-square-root-law-of-market-impact
- Equation/figure/page mentions in the code refer to the 1st version of the paper https://arxiv.org/pdf/2303.08867v1.pdf
- A more recent 2nd version of the paper is also available at https://arxiv.org/pdf/2303.08867v2.pdf