/Marketmicrostructure

Theory study and practice about market microstructure

Primary LanguageJupyter Notebook

Market Micro Trading

  • About Repository

    • Share codes DAT Lab's market microstructure practices
    • Provide sample data in .csv file type

  • Questions

    • This is DAT( in Modulabs ) Lab's practice git repo
    • You can talk about related issues at Jandi Chat (mainly Korean and English available)

  • Programming Language

    • Major Language : Python 3.5 (64/32bit)
    • Other : R, C/C++

  • Referrence