Price response function and spread impact analysis in correlated financial markets

Hypermodern Python Cookiecutter

So tired of manually keeping a consistent configuration across devices.

Tools to work with web of science plain text files.

Template of a PhD project in python.

Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)

Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations in financial markets

University of Washington

Price response function and spread impact analysis in foreign exchange markets