Yvaine-Zhang / Models-for-Intraday-Trading-Volume-PredictionLinks
Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management since it attempts to minimize transaction costs by optimally scheduling and placing. The purpose of this project is to create dynamic statistical models of intraday trading volume prediction (in Python). By as…
☆47Updated 5 years ago
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