Ecosyste.ms: Repos
An open API service providing repository metadata for many open source software ecosystems.
GitHub topics: high-frequency-data
SakethAleti/ECON-690-HighFrequencyEconometrics
Code and documents from Econ 690 at Duke
Language: Jupyter Notebook - Size: 12.4 MB - Last synced: 1 day ago - Pushed: about 2 years ago - Stars: 7 - Forks: 3
FinancialComputingUCL/LOBFrame
We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
Language: Python - Size: 114 KB - Last synced: 3 days ago - Pushed: 3 days ago - Stars: 50 - Forks: 9
YalDan/hf.econometrics
Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data
Language: R - Size: 5.9 MB - Last synced: 27 days ago - Pushed: 28 days ago - Stars: 14 - Forks: 7
industrial-edge/LEdgeBuffer-getting-started
The SIMATIC library "LEdgeBuffer" allows creating a local buffer in the PLC to sample high speed signals. This buffer and the recording job can be accessed and controled via OPC-UA.
Size: 361 KB - Last synced: about 1 month ago - Pushed: about 2 months ago - Stars: 0 - Forks: 0
silahian/VisualHFT
VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics and execution quality. Its modular design ensures adaptability for developers and traders, enabling tailored analytical solutions.
Language: C# - Size: 12.8 MB - Last synced: 4 months ago - Pushed: 4 months ago - Stars: 590 - Forks: 114
bryanveit/dynamicly
High frequency dynamics signal processing and analysis.
Language: Python - Size: 17.1 MB - Last synced: 4 months ago - Pushed: over 1 year ago - Stars: 1 - Forks: 0
kkadzielna/dissertation
Identyfing stylized facts of online sports betting markets by analysing high frequency data from Betfair UK horse racing markets.
Language: Jupyter Notebook - Size: 2.35 MB - Last synced: 8 months ago - Pushed: 8 months ago - Stars: 0 - Forks: 0
industrial-edge/simotion-trace-connector-getting-started
SIMOTION Trace connector is a web-based application running on SIEMENS Industrial Edge
Size: 4.98 MB - Last synced: 9 months ago - Pushed: 9 months ago - Stars: 0 - Forks: 0
pavelsolis/FXpuzzle
Replication codes for the paper.
Language: Stata - Size: 7.18 MB - Last synced: 11 months ago - Pushed: about 1 year ago - Stars: 0 - Forks: 2
eshan-kaul/DecisionTree.BostedTree.KernelPLS
Custom built Decision Tree + Boosted Trees + KernelPLS in python
Size: 9.99 MB - Last synced: about 1 year ago - Pushed: about 1 year ago - Stars: 1 - Forks: 0
pfei-sa/binance-LOB
Build your own historical Limit Order Book dataset
Language: Python - Size: 90.8 KB - Last synced: over 1 year ago - Pushed: almost 3 years ago - Stars: 10 - Forks: 7
