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pairs_trading_CME_kdb
pairs_trading_CME_kdb PublicA PCA price projection algorithm using 8 active prices of Eurodollars maturing Mar 2018 through Dec 2019
R 1
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lee-ready_algorithm_TAQ
lee-ready_algorithm_TAQ PublicCode that indexes trades and runs Lee-Ready algorithm for CVS stock'S trade and quote TAQ data
R 1
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Covid-19StockMarket
Covid-19StockMarket PublicExamines the CAPM trend during the corona virus pandemic
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