Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).
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Updated
Nov 14, 2021 - Python
Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).
Examples of principal messaging flows and concepts within MassTransit library using RabbitMq
a “message intelligence platform” that reads billions of messages to answer four questions: “who you are, what you do, how do you think, and what is your relationship with others.”
notebook guide
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