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ie421_high_frequency_trading_fall_2022
ie421_hft_fall_2022_group_01
hft_project
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Created date
Add citation for paper readme
!37
· created
Jan 05, 2023
by
yaowenc2
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0
updated
Jan 05, 2023
Conducted Analysis with NAPLES estimator
!36
· created
Jan 05, 2023
by
yaowenc2
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0
updated
Jan 05, 2023
Enhance collector
!35
· created
Jan 04, 2023
by
yaowenc2
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0
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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0
updated
Dec 27, 2022
Add data visualization
!33
· created
Dec 02, 2022
by
youlyu2
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0
updated
Dec 02, 2022
Update saving method
!32
· created
Dec 02, 2022
by
youlyu2
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0
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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0
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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0
updated
Nov 26, 2022
Wrapped granger casuality and cross correlation to classes
!29
· created
Nov 22, 2022
by
yaowenc2
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0
updated
Nov 26, 2022
merge Unmerged
!28
· created
Nov 20, 2022
by
youlyu2
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0
updated
Nov 20, 2022
Resolve "Load data to parquet"
!27
· created
Nov 14, 2022
by
youlyu2
Closed
0
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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0
updated
Nov 03, 2022
Update README.md
!25
· created
Nov 03, 2022
by
zehao3
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0
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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0
updated
Nov 03, 2022
New task executor format
!23
· created
Nov 03, 2022
by
youlyu2
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0
updated
Nov 03, 2022
add ETH
!22
· created
Nov 03, 2022
by
youlyu2
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0
updated
Nov 03, 2022
Fix collector
!21
· created
Nov 03, 2022
by
youlyu2
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0
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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0
updated
Nov 03, 2022
Add data
!19
· created
Nov 03, 2022
by
youlyu2
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0
updated
Nov 03, 2022
Fix spacing and deleted YahooFinance.py
!18
· created
Nov 03, 2022
by
yaowenc2
Merged
Approved
0
updated
Nov 03, 2022
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