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carlcarrie

Location
New York
Profile URL
https://t.co/RKDfeDu90F
Favourite Count
14
Retweet Count
3
User
carlcarrie
Published
2022/05/21
Follower Count
9776
Score
1.4648921437583206e-7
Text URL
https://github.com/grayvalley/microprice-calibration
Property
0.0014320785597381341
Tweet URL
https://twitter.com/carlcarrie/status/1528014546207899650
Tweet
Micro-prices as better estimator of price dynamics in a limit order book #lob #obi and order book imbalance framework Python GitHub: https://t.co/UefIA2JpXu Original Paper: https://t.co/PVG74qIbDf https://t.co/hCOIij4Pir
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