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souzatharsis
open-quant-live-book souzatharsis
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360
other
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An open source, hands-on and fully reproducible book in quantitative finance, data science and econophysics. Join us and help Make Wall Street Great Again!
altdata open-source algo-trading data-science econophysics machine-learning financial-markets financial-analysis quantitative-finance
Created 2018-12-15
154 commits to master branch, last one 3 years ago
FinancialComputingUCL
LOBFrame FinancialComputingUCL
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unknown
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We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
econophysics deep-learning research-paper limit-order-book financial-markets high-frequency-data market-microstructure
Created 2024-03-02
19 commits to main branch, last one 6 months ago