jonathancornelissen/highfrequency

Is this tutorial up to date?

Closed this issue · 3 comments

waynelapierre commented

I am trying to find some online tutorials of the highfrequency package.
Is this tutorial up to date?
http://highfrequency.herokuapp.com/

kboudt commented

No, it's outdated. We are working on a new tutorial. Will be ready by end of December.

MislavSag commented

Do you have development version of the new tutorial? In general, i am developing algo strategies in last few months. I started in python, mostly because of backtesting frameworks like backtrader and quantconnect and finance libraries like mlfiblab. But I like to do research part in R.

In nutshell I would like to make contributions to this package, excpecialy if it is connected to algo trading. If I can help with something, please send me PM.

I can maybe write some useful functions from mlfinlab like dollar bars or cusum filtering. Of labeling methods for financial ML.