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Popular repositories Loading

  1. prickle prickle Public

    A Python toolkit for high-frequency trade research.

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  2. fawkes fawkes Public

    Bayesian estimation of Hawkes processes in Python.

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  3. NetworkHawkesProcesses.jl NetworkHawkesProcesses.jl Public

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    A toolkit to process NASDAQ TotalView-ITCH data.

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    A 2D physics engine written in Julia [IN PROGRESS]

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  6. cswaney.github.io cswaney.github.io Public

    My research and development blog.

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