GitHub - sivecow/High-Frequency-Data---Limit-Order-Books: Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.

Name		Name	Last commit message	Last commit date
HF Data.ipynb		HF Data.ipynb
Hawkes Processes.ipynb		Hawkes Processes.ipynb
Limit Order Books Simulator.ipynb		Limit Order Books Simulator.ipynb

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Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.

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