a11-due-respect

a11-due-respect's Stars

• KangOxford/Volume-Forecasting

  Time Series Prediction of Volume in LOB

  Language:Python5210

• xhshenxin/Micro_Price

  Language:Jupyter Notebook4521

• philipperemy/lead-lag

  Estimation of the lead-lag parameter from non-synchronous data.

  Language:Jupyter Notebook11050

• gaelwjl/ML_Optimal_Trading

  Collection of numerical methods for high frequency data, in Python notebooks

  Language:Jupyter Notebook122