├── .DS_Store ├── .gitignore ├── Constant-Parmeter-Model copy.ipynb ├── Constant-Parmeter-Model.ipynb ├── HF-data.ipynb ├── Optimal-Market-Making.ipynb ├── Publish ├── HF-data.pdf └── HF-data_files │ ├── HF-data_12_0.png │ ├── HF-data_13_0.png │ ├── HF-data_7_0.png │ └── HF-data_9_0.png ├── README.md ├── Trading-Intensity.ipynb ├── historical-vol.ipynb ├── prophet.ipynb ├── research.ipynb └── vpin.ipynb /.DS_Store: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/joomong/HFT-Research/HEAD/.DS_Store -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- 1 | Data 2 | *.csv -------------------------------------------------------------------------------- /Constant-Parmeter-Model copy.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/joomong/HFT-Research/HEAD/Constant-Parmeter-Model copy.ipynb -------------------------------------------------------------------------------- /Constant-Parmeter-Model.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/joomong/HFT-Research/HEAD/Constant-Parmeter-Model.ipynb -------------------------------------------------------------------------------- /HF-data.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/joomong/HFT-Research/HEAD/HF-data.ipynb -------------------------------------------------------------------------------- /Optimal-Market-Making.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/joomong/HFT-Research/HEAD/Optimal-Market-Making.ipynb -------------------------------------------------------------------------------- /Publish/HF-data.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/joomong/HFT-Research/HEAD/Publish/HF-data.pdf -------------------------------------------------------------------------------- /Publish/HF-data_files/HF-data_12_0.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/joomong/HFT-Research/HEAD/Publish/HF-data_files/HF-data_12_0.png -------------------------------------------------------------------------------- /Publish/HF-data_files/HF-data_13_0.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/joomong/HFT-Research/HEAD/Publish/HF-data_files/HF-data_13_0.png -------------------------------------------------------------------------------- /Publish/HF-data_files/HF-data_7_0.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/joomong/HFT-Research/HEAD/Publish/HF-data_files/HF-data_7_0.png -------------------------------------------------------------------------------- /Publish/HF-data_files/HF-data_9_0.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/joomong/HFT-Research/HEAD/Publish/HF-data_files/HF-data_9_0.png -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/joomong/HFT-Research/HEAD/README.md -------------------------------------------------------------------------------- /Trading-Intensity.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/joomong/HFT-Research/HEAD/Trading-Intensity.ipynb -------------------------------------------------------------------------------- /historical-vol.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/joomong/HFT-Research/HEAD/historical-vol.ipynb -------------------------------------------------------------------------------- /prophet.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/joomong/HFT-Research/HEAD/prophet.ipynb -------------------------------------------------------------------------------- /research.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/joomong/HFT-Research/HEAD/research.ipynb -------------------------------------------------------------------------------- /vpin.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/joomong/HFT-Research/HEAD/vpin.ipynb --------------------------------------------------------------------------------