Ecosyste.ms: Awesome
An open API service indexing awesome lists of open source software.
Projects in Awesome Lists tagged with propagators
A curated list of projects in awesome lists tagged with propagators .
https://github.com/felixpatzelt/priceprop
Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.
high-frequency-trading kernel-model linear-models modeling pandas propagators python scientific scientific-publications time-series time-series-econometrics
Last synced: 02 Oct 2024
