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ericbudish
HFT-Races ericbudish
14
42
bsd-3-clause
4
Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).
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
Created 2021-07-13
7 commits to main branch, last one 2 years ago