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1. High-Frequency High-Frequency Public

   High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)

   Python 119 49

2. RQ_works2 RQ_works2 Public

   Jupyter Notebook 5 8

3. Multivariate-Markov-Switching-Regressions Multivariate-Markov-Switching-Regressions Public

   Multivariate Markov-Switching Models Regressions Framework

   Jupyter Notebook 13 4

4. Fund-Analysis Fund-Analysis Public

   Building an Fund Analysis Template & Fund Manager behaviour Analysis（Window Dressing/Herding）& Fund family (Star Strategy)

   Python 1 1

5. Information-Shares-Model Information-Shares-Model Public

   Estimate the price discovery mechanism in two related assets (markets) using the Information Shares Model

   Jupyter Notebook 8 3