taq

There are 8 repositories under taq topic.

terence-lim/data-science-notebooks
Jupyter notebooks, accompanying the FinDS Python repo: contains code examples and results for 30+ financial data science projects
Language:Jupyter Notebook26 3 06
terence-lim/financial-data-science
Financial and Investment Data Science: FinDS Python library and examples for applying quantitative and machine learning methods on structured and unstructured financial data sets
Language:Python24 2 08
BayerSe/RealizedQuantities
Estimation of realized quantities
Language:Python14 4 14
KxSystems/kdb-taq
Latest source files for the kdb+taq package
Language:q13 7 0115
BayerSe/ResampleHF
Resample High Frequency Data
Language:Python4 2 06
gen-li/Extract_TAQ_from_WRDS_Cloud
A simple SAS program that can extract TAQ data from WRDS cloud for a list of companies on particular dates during specific time periods.
Language:SAS3 2 03
rdamatta/algorithmic-trading
Machine learning application in Finance using recurrent neural networks and reinforcement learning.
Language:Jupyter Notebook3 1 02
taqtiqa/TaqManager.jl
Trade and quote data utilities for Julia
3 01