Code and Results for Chapter 8 (Trading Design)

• white_noise_band_design.m (computes the optimal bandwidth for a white noise sequence)
  
• estimate_probability_discrete_counts.py (count based estimate for the probability we cross given threshold)
  
• probability_monotonic_adjustment.py (can be used to monotonically smooth the count based estimate)
  
• probability_regularized.py (implements the regularized profit profile estimate)