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GitHub / juanhenao21 / financial_response_spread_year

Price response function and spread impact analysis in correlated financial markets

JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/juanhenao21%2Ffinancial_response_spread_year

Stars: 8
Forks: 3
Open Issues: 2

License: None
Language: Jupyter Notebook
Repo Size: 66.3 MB
Dependencies: 6

Created: over 5 years ago
Updated: over 1 year ago
Last pushed: almost 2 years ago
Last synced: about 1 year ago

Topics: econophysics, financial-data, market-analysis, market-microstructure, nasdaq-itch, nasdaq-taq, totalview-itch

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    Readme
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    Dependencies
    requirements.txt pypi