bidask

eguidotti

Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices

finance

View on GitHub Website

56 Stars

13 Forks

56 Watchers

R Language

gpl-3.0 License

Cost to Build

$8.8K

Market Value

$13.0K

How is this calculated?

Growth over time

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

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What is the eguidotti/bidask GitHub project? Description: "Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices". Written in R. Explain what it does, its main use cases, key features, and who would benefit from using it.

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How to clone bidask

Clone via HTTPS

git clone https://github.com/eguidotti/bidask.git

Clone via SSH

[email protected]:eguidotti/bidask.git

Download ZIP

Download master.zip

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