Calculates estimate of dark pool buying index ("DIX") based on publicly available data from the NYSE, NASDAQ, and OTC Reporting Facility ("ORF") exchanges. Concept courtesy of Squeeze Metrics whitepaper here: https://squeezemetrics.com/monitor/download/pdf/short_is_long.pdf?
Dependencies: pandas, numpy, tqdm
2017-2019 YTD data with exponential moving averages shown below:
