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Price response function and spread impact analysis in correlated financial markets
The current implementation has a bad interpretation. Divide short and long response, and compare with the normal result.
Try again to implement the midpoint price. The idea is to have the basics from Sebastian implementation but improve the last part.
Change names, add descriptions and all the necessary information.
Implement the classification following the S. Wang code
Implement a function in TAQ algorithm to obtain the TAQ data in Python format
Convert the lyx file to MD file
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