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HFT-Races

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

How to download and setup HFT-Races

Open terminal and run command
git clone https://github.com/ericbudish/HFT-Races.git
git clone is used to create a copy or clone of HFT-Races repositories. You pass git clone a repository URL.
it supports a few different network protocols and corresponding URL formats.

Also you may download zip file with HFT-Races https://github.com/ericbudish/HFT-Races/archive/master.zip

Or simply clone HFT-Races with SSH
[email protected]:ericbudish/HFT-Races.git

If you have some problems with HFT-Races

You may open issue on HFT-Races support forum (system) here: https://github.com/ericbudish/HFT-Races/issues

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