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Binance L3 Est
OctopusTakopi
Uses L2 data's change in time to estimate a L3 order book microstructure on Binance
229GitHub
OPENAGENTSKILL / DIRECTORY
AI Agent Skills
Finde den passenden Skill für deine nächste Aufgabe mit Codex, Claude Code, Cursor und mehr.
Ergebnisse · “microstructure”
2 Skills
Ergebnisse: 2
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Highfrequency
jonathancornelissen
The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfreque…
160GitHub
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