hanxixuana / flowrisk

A Python Implementation of Measures for Order Flow Risk, e.g. VPIN

hanxixuana
hanxixuana
Date Created 2018-11-22 (5 years ago)
Commits 17 (last one 3 years ago)
Stargazers 81 (0 this week)
Watchers 3 (0 this week)
Forks 32
License mit
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All Topics
flow risk vpin order toxicity

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updated: 2024-08-16 @ 03:51am, id: 158662178 / R_kgDOCXT-Ig