Skip to content

High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)

Notifications You must be signed in to change notification settings

ilBegonia666/High-Frequency

Repository files navigation

基于level-2限价订单簿和分笔交易数据的研究

具体实证研究可见:该页面

该项目进展:

  1. Start:Sep.2019

About

High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages

  • Python 100.0%