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market-efficiency

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idjoannachen / Quantitative-Investing

MGT 595 coursework

capm mean-variance-analysis market-efficiency momentum-trading-strategy risk-factor-models grs-test

Updated Dec 1, 2020
Jupyter Notebook

Polkas / bitcoinchartsr

Using high frequency bitcoin quotes from the bitcoincharts website. 🍎

quotes big-data bitcoin market bigdata efficiency multithreading price tick-data bitcoincharts high-frequency spillover bitcoin-markets bitcoin-quotes market-efficiency bitcoin-returns bitcoincharts-website

Updated Jan 19, 2021
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