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open Graph Image
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open Graph Image
photo
name
elioneyang/micropriceindicator
name
ionic-team/ionic-framework
is In Organization
No
is In Organization
Yes
description
This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in the paper for US equities BAC and CVX, I am using the data for the Crypto pair ETHBTC. The data was pulled by me from Binance by subscribing to three different streams - Market Trades, Partial Depth and Orderbook Snapshot. Then these were combined to form the order-book and analysis done on the same.
description
A powerful cross-platform UI toolkit for building native-quality iOS, Android, and Progressive Web Apps with HTML, CSS, and JavaScript.
homepage
homepage
https://ionicframework.com
url
https://githubhelp/elioneyang/micropriceindicator
url
https://githubhelp/ionic-team/ionic-framework
disk Usage
1999
dis kUsage
1311396
stargazer Count
0
stargazer Count
50820
forkCount
0
forkCount
13514
watcher Count
0
watcher Count
1598
created At
2021-03-09
created At
2013-08-21
license Info
license Info
MIT License
issues
0
issues
50
languages
1
languages
9
repository Topics
0
repository Topics
10
owner
elioneyang
owner
ionic-team
owner Avatar
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owner Avatar
photo
other
more
other
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