Data for: Market Dynamics: On Directional Information Derived from (Time, Execution Price, Shares Traded) Transaction Sequences
Published: 6 February 2020| Version 17 | DOI: 10.17632/kcws572t6j.17
Contributor:
Vladislav MalyshkinDescription
This is the software to accompany the paper "Market Dynamics: On Directional Information Derived from (Time, Execution Price, Shares Traded) Transaction Sequences"
Files
Categories
Financial Time Series Analysis, Trading Volume