Topic: high-frequency-data Goto Github
Some thing interesting about high-frequency-data
Some thing interesting about high-frequency-data
high-frequency-data,High frequency dynamics signal processing and analysis.
User: bryanveit
high-frequency-data,Custom built Decision Tree + Boosted Trees + KernelPLS in python
User: eshan-kaul
high-frequency-data,We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
Organization: financialcomputingucl
high-frequency-data,The SIMATIC library "LEdgeBuffer" allows creating a local buffer in the PLC to sample high speed signals. This buffer and the recording job can be accessed and controled via OPC-UA.
Organization: industrial-edge
high-frequency-data,SIMOTION Trace connector is a web-based application running on SIEMENS Industrial Edge
Organization: industrial-edge
high-frequency-data,Python Library for Transaction Cost Analysis (TCA)
User: jialuechen
Home Page: https://jialuechen.github.io/pytca/
high-frequency-data,Identyfing stylized facts of online sports betting markets by analysing high frequency data from Betfair UK horse racing markets.
User: kkadzielna
high-frequency-data,Replication codes for the paper.
User: pavelsolis
high-frequency-data,Build your own historical Limit Order Book dataset
User: pfei-sa
high-frequency-data,Code and documents from Econ 690 at Duke
User: sakethaleti
high-frequency-data,VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics and execution quality. Its modular design ensures adaptability for developers and traders, enabling tailored analytical solutions.
User: silahian
high-frequency-data,Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data
User: yaldan
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