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 (2 years ago)

Commits 7 (last one 2 years ago)

Stargazers 42 (0 this week)

Watchers 4 (0 this week)

Forks 14

License bsd-3-clause

Ranking

RepositoryStats indexes 534,880 repositories, of these ericbudish/HFT-Races is ranked #467,781 (13th percentile) for total stargazers, and #354,941 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #88,128/103,597.

ericbudish/HFT-Races is also tagged with popular topics, for these it's ranked: python (#18,576/20457), r (#1,514/1597), trading (#512/579), finance (#466/519), algorithmic-trading (#169/184), bots (#161/171)

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: 2024-05-18 @ 02:42pm, id: 385625560 / R_kgDOFvwt2A