issues
search
rcyeh
/
cfem2013
Cornell Financial Engineering Manhattan 2013 Project
1
stars
1
forks
source link
issues
Newest
Newest
Most commented
Recently updated
Oldest
Least commented
Least recently updated
SOI Parser Performance Improvement
#13
zc238
opened
10 years ago
21
Add additional tick files to s3
#12
rcyeh
closed
10 years ago
3
Build code to analyze trading venue factors
#11
jf434
opened
10 years ago
18
Acquire data for historical fee structure of the exchanges
#10
jf434
opened
10 years ago
5
Analyze regression results
#9
zc238
opened
11 years ago
0
Building Parser and Analytics Infrastructure
#8
zc238
opened
11 years ago
2
Acquiring tick data for SPY & VIX
#7
zc238
closed
10 years ago
2
RScripts/parser.R
#6
rcyeh
closed
11 years ago
2
Install software needed to read tick files (HDF5)
#5
rcyeh
closed
11 years ago
4
Document contents of tick files (csv and hdf5 formats)
#4
rcyeh
closed
11 years ago
1
Create a detailed outline of strategy to evaluate VPIN
#3
rcyeh
opened
11 years ago
6
Summarize VPIN
#2
rcyeh
closed
11 years ago
10
Register for Amazon Web Services accounts and test access to data
#1
rcyeh
closed
11 years ago
12