Data for: Market Dynamics: On Directional Information Derived from (Time, Execution Price, Shares Traded) Transaction Sequences

Published: 06-02-2020| Version 17 | DOI: 10.17632/kcws572t6j.17
Contributor:
Vladislav Malyshkin

Description

This is the software to accompany the paper "Market Dynamics: On Directional Information Derived from (Time, Execution Price, Shares Traded) Transaction Sequences"

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