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BigFinance.jl

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Commits

List of commits on branch master.
Unverified
61866bcb506810fe80930ea43ae795b415867de5

Change filtering of trade conditions

jjiahao committed 10 years ago
Unverified
c8d50cf6a5a623a04f6e56ccb80844d4e7f51d69

Add nogc option to readnxtrade to control gc

jjiahao committed 10 years ago
Unverified
0ba7120e94c9c6ec7552ca9c3da6cd9174e329d9

Fix type of default k in gesd

jjiahao committed 10 years ago
Unverified
fb4d39a94dfa003d3fe4ea5acb38a89d9811d0d9

Allow possibility of skipping records with unusual trade conditions

jjiahao committed 10 years ago
Unverified
61cff987f5883f6bf5d0b981d345c899b6dc145a

Add proper package REQUIRE

jjiahao committed 10 years ago
Unverified
e6d8576c479d570203591f5ed5bfaab6de3c1531

Default to computing realized volality

jjiahao committed 10 years ago

README

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BigFinance.jl

Analysis of high frequency quantitative data in Julia