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Tags: ericbudish/HFT-Races

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v1.1

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This is the version 1.1 release of the HFT-Races package. This versio…

…n incorporates feedback from PullRequest to improve code readability. There are no substantive changes versus the 1.0 release.

The purpose of the package is to help researchers use financial-exchange message data to quantify latency arbitrage and study other aspects of speed-sensitive trading, following Aquilina, Budish and O'Neill (2021). We would be grateful for feedback or comments on the code, and are especially eager to hear from early users. Please address comments, questions, and any other feedback to eric.budish@chicagobooth.edu and hft.races.code.package@gmail.com.

v1.0

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v1.0 commit