https://github.com/jialuechen/flowpylib
Algo Library for Order Flow Inference and TCA
https://github.com/jialuechen/flowpylib
algorithmic-trading bayesian-statistics liquidity-provisioin-analytics market-microstructure order-flow price-impact simulator transaction-cost-analytics what-if-analysis
Last synced: 7 months ago
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Algo Library for Order Flow Inference and TCA
- Host: GitHub
- URL: https://github.com/jialuechen/flowpylib
- Owner: jialuechen
- License: bsd-2-clause
- Created: 2024-06-28T20:14:25.000Z (over 1 year ago)
- Default Branch: main
- Last Pushed: 2025-06-16T01:35:18.000Z (7 months ago)
- Last Synced: 2025-06-20T01:25:10.411Z (7 months ago)
- Topics: algorithmic-trading, bayesian-statistics, liquidity-provisioin-analytics, market-microstructure, order-flow, price-impact, simulator, transaction-cost-analytics, what-if-analysis
- Language: Python
- Homepage:
- Size: 26.9 MB
- Stars: 140
- Watchers: 4
- Forks: 6
- Open Issues: 4
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Metadata Files:
- Readme: README.md
- License: LICENSE