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Price_direction_forecast
Price_direction_forecast PublicForked from alexbotsula/Price_direction_forecast
I find this approach a cool one, specially the fractional differencing, thus I want to do some interesting experiments of my own on it. LOL
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ofi-cross-impact-analysis
ofi-cross-impact-analysis PublicForked from onurratarr/ofi-cross-impact-analysis
Code and analysis for Order Flow Imbalance (OFI) cross-impact analysis
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