Merge requests · ie421_high_frequency_trading_fall_2022 / ie421_hft_fall_2022_group_01 / hft_project

Conducted Analysis with NAPLES estimator

!36 · created Jan 05, 2023 by yaowenc2
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updated Jan 05, 2023
Add citation for paper readme

!37 · created Jan 05, 2023 by yaowenc2
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updated Jan 05, 2023
Enhance collector

!35 · created Jan 04, 2023 by yaowenc2
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updated Jan 05, 2023
Added the Naples framework(haven't tested with actual data yet)

!34 · created Dec 26, 2022 by yaowenc2
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updated Dec 27, 2022
Add data visualization

!33 · created Dec 02, 2022 by youlyu2
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updated Dec 02, 2022
Updated loading method. No longer need the internal json file.

!31 · created Nov 30, 2022 by youlyu2
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updated Dec 01, 2022
Updated parser.py to include parse_parquet. Realizing that some data might be corrupted

!30 · created Nov 26, 2022 by yaowenc2
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updated Nov 26, 2022
Wrapped granger casuality and cross correlation to classes

!29 · created Nov 22, 2022 by yaowenc2
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updated Nov 26, 2022
merge Unmerged

!28 · created Nov 20, 2022 by youlyu2
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updated Nov 20, 2022
Add visualizations, realized that json_to_df may spend a lot fo time parsing...

!26 · created Nov 03, 2022 by yaowenc2
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updated Nov 03, 2022
Update README.md

!25 · created Nov 03, 2022 by zehao3
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updated Nov 03, 2022
Added bachlelier method (minor detail still need to be completed)

!24 · created Nov 03, 2022 by zehao3
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updated Nov 03, 2022
New task executor format

!23 · created Nov 03, 2022 by youlyu2
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updated Nov 03, 2022
add ETH

!22 · created Nov 03, 2022 by youlyu2
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updated Nov 03, 2022
Fix collector

!21 · created Nov 03, 2022 by youlyu2
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updated Nov 03, 2022
Add json_to_df_parser.py, realized data parsing may be incorrect

!20 · created Nov 03, 2022 by yaowenc2
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updated Nov 03, 2022
Add data

!19 · created Nov 03, 2022 by youlyu2
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updated Nov 03, 2022
Fix spacing and deleted YahooFinance.py

!18 · created Nov 03, 2022 by yaowenc2
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updated Nov 03, 2022
Task executor

!17 · created Nov 03, 2022 by youlyu2
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updated Nov 03, 2022
Granger causuality framework

!16 · created Nov 03, 2022 by yaowenc2
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updated Nov 03, 2022