Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).
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Updated
Nov 14, 2021 - Python
Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).
a “message intelligence platform” that reads billions of messages to answer four questions: “who you are, what you do, how do you think, and what is your relationship with others.”
Examples of principal messaging flows and concepts within MassTransit library using RabbitMq
notebook guide
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