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 ...
Data analysis is no longer a specialist skill reserved for analysts. It now supports finance, trading, ecommerce, marketing, ...
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.