ericbudish / HFT-Races

Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).

Date Created 2021-07-13 (3 years ago)

Commits 7 (last one 2 years ago)

Stargazers 45 (0 this week)

Watchers 4 (0 this week)

Forks 15

License bsd-3-clause

Ranking

RepositoryStats indexes 579,555 repositories, of these ericbudish/HFT-Races is ranked #484,727 (16th percentile) for total stargazers, and #371,737 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #92,983/115,123.

ericbudish/HFT-Races is also tagged with popular topics, for these it's ranked: python (#19,177/21870), r (#1,538/1661), trading (#551/643), finance (#492/566), algorithmic-trading (#173/192), bots (#161/180)

Other Information

There have been 2 releases, the latest one was published on 2021-11-10 (2 years ago) with the name HFT Races Package v1.1.

All Topics

r hft bots python finance sniping trading exchanges order-book message-data market-design stock-exchange limit-order-book latency-arbitrage financial-exchange algorithmic-trading high-frequency-trading

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updated: 2024-11-05 @ 11:31am, id: 385625560 / R_kgDOFvwt2A