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ReLOBGen achieves 100% replayability, improves market realism, particularly for top-of-book statistics and the relative prices of LOB messages, and provides a $2.7\text{-}3.6\times$ speedup per replayed message over the LOBS5 baseline.
The identifiability of Q from option data is characterized and a measure that is identifiable from data yet prices any claim consistently is proposed, called XiNet, which is a single measure that absorbs available instruments and prices all claims consistently.
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