ericbudish

Pinned Repositories

HFT-Races
Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).
Language:Python42 4 014

ericbudish's Repositories

ericbudish/HFT-Races
Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).
Language:Python42 4 014