HFT-Races

Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).

finance

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30 Stars

11 Forks

30 Watchers

Python Language

bsd-3-clause License

Cost to Build

$27.7K

Market Value

$35.8K

How is this calculated?

Growth over time

4 data points · 2022-05-01 → 2023-07-01

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What is the ericbudish/HFT-Races GitHub project? Description: "Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).". Written in Python. Explain what it does, its main use cases, key features, and who would benefit from using it.

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How to clone HFT-Races

Clone via HTTPS

git clone https://github.com/ericbudish/HFT-Races.git

Clone via SSH

[email protected]:ericbudish/HFT-Races.git

Download ZIP

Download master.zip

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Report bugs or request features on the HFT-Races issue tracker:

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