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A Python interface to ARBD

Simple Python project for both automated the process of downloading pcap files from IEX and also a parser with two separate purposes: 1) dumping CSV files containing all trades and snapshots of books, and 2) dumping strategy studio formatted CSVs.

Simple Python project for both automated the process of downloading pcap files from IEX and also a parser with two separate purposes: 1) dumping CSV files containing all trades and snapshots of books, and 2) dumping strategy studio formatted CSVs.

This is a demo strategy that will compute fair value for DIA (dow jones ETF) based on the underlying components. Note it is time sensitive as the components of the index routinely change.

Inductively coupled modeling.

Joint ZDC Calorimeter Project Analysis