https://github.com/lcsrodriguez/hft-intradayvol-estimation
Intraday volatility estimation using High-Frequency Financial Data
https://github.com/lcsrodriguez/hft-intradayvol-estimation
data-analysis hft hft-data microstructure-noise python q realized-volatility
Last synced: about 2 months ago
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Intraday volatility estimation using High-Frequency Financial Data
- Host: GitHub
- URL: https://github.com/lcsrodriguez/hft-intradayvol-estimation
- Owner: lcsrodriguez
- License: gpl-3.0
- Created: 2022-10-30T21:00:15.000Z (over 3 years ago)
- Default Branch: main
- Last Pushed: 2023-04-01T21:26:16.000Z (over 3 years ago)
- Last Synced: 2025-10-19T14:35:58.313Z (9 months ago)
- Topics: data-analysis, hft, hft-data, microstructure-noise, python, q, realized-volatility
- Language: Jupyter Notebook
- Homepage:
- Size: 12.8 MB
- Stars: 10
- Watchers: 2
- Forks: 5
- Open Issues: 0