MacroPy is a flexible and intuitive Python package designed for macroeconometric modeling and forecasting. While it originated with a focus on Bayesian VARs, it has evolved into a broader toolbox ...
A Python high-frequency intraday trading engine for simulating the rolling intrinsic strategy on the European market, solved as a dynamic program. See our paper (tbd, Schaurecker & Wozabal et al.
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