GitHub - KITMetrics/HD_LOB: Bootstrapped market impact with limit order books · GitHub

Name		Name	Last commit message	Last commit date
Latest commit History 7 Commits
hfhd_cirnet		hfhd_cirnet
hfhd_dataclean		hfhd_dataclean
hfhd_marketimpact		hfhd_marketimpact
hfhd_marketimpact_diff		hfhd_marketimpact_diff
hfhd_risktran		hfhd_risktran
hfhd_rob		hfhd_rob
hfhd_tvnet		hfhd_tvnet

About

Bootstrapped market impact with limit order books

Custom properties

0 stars

1 watching

Report repository

Releases

Packages

Contributors

Languages