repo
github.comTick-Imbalance Bars — https://thefintechbuilder.com/market-data-engineering/bar-construction/tick-imbalance-bars/
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- Language
- Python
- Code license
- MIT
DUCKQUANT / THE QUANT & AI DIRECTORY
4,091 resources, ranked by in-directory PageRank
Tick-Imbalance Bars — https://thefintechbuilder.com/market-data-engineering/bar-construction/tick-imbalance-bars/
Dollar Bars — https://thefintechbuilder.com/market-data-engineering/bar-construction/dollar-bars/
Feed Latency Monitor — https://thefintechbuilder.com/market-data-engineering/data-quality/feed-latency-monitor/
Missing-Bar Gap Classifier — https://thefintechbuilder.com/market-data-engineering/data-quality/missing-bar-gap-classifier/
Asynchronous Return Alignment — https://thefintechbuilder.com/market-data-engineering/time-synchronization/asynchronous-return-alignment/
Refresh-Time Sampling — https://thefintechbuilder.com/market-data-engineering/time-synchronization/refresh-time-sampling/
Linear Quote Interpolation — https://thefintechbuilder.com/market-data-engineering/time-synchronization/linear-quote-interpolation/
Previous-Tick Interpolation — https://thefintechbuilder.com/market-data-engineering/time-synchronization/previous-tick-interpolation/
Crossed/Locked Market Detector — https://thefintechbuilder.com/market-data-engineering/cleaning-and-validation/crossed-locked-market-detector/
Duplicate-Trade Resolver — https://thefintechbuilder.com/market-data-engineering/cleaning-and-validation/duplicate-trade-resolver/
Return-of-Capital Adjustment — https://thefintechbuilder.com/corporate-actions-and-security-master-data/complex-distributions/return-of-capital-adjustment/
Special Dividend Adjustment — https://thefintechbuilder.com/corporate-actions-and-security-master-data/complex-distributions/special-dividend-adjustment/
Stock Dividend Adjustment — https://thefintechbuilder.com/corporate-actions-and-security-master-data/complex-distributions/stock-dividend-adjustment/
Spin-Off Price Adjustment — https://thefintechbuilder.com/corporate-actions-and-security-master-data/complex-distributions/spin-off-price-adjustment/
Rights Issue TERP Adjustment — https://thefintechbuilder.com/corporate-actions-and-security-master-data/complex-distributions/rights-issue-terp-adjustment/
CRSP Cumulative Share/Volume Adjustment — https://thefintechbuilder.com/corporate-actions-and-security-master-data/adjustment-factors/crsp-cumulative-share-volume-adjustment/
CRSP Cumulative Price Adjustment — https://thefintechbuilder.com/corporate-actions-and-security-master-data/adjustment-factors/crsp-cumulative-price-adjustment/
Cash-Dividend Total-Return Adjustment — https://thefintechbuilder.com/corporate-actions-and-security-master-data/adjustment-factors/cash-dividend-total-return-adjustment/
Forward Split Adjustment — https://thefintechbuilder.com/corporate-actions-and-security-master-data/adjustment-factors/forward-split-adjustment/
Backward Split Adjustment — https://thefintechbuilder.com/corporate-actions-and-security-master-data/adjustment-factors/backward-split-adjustment/
Point-in-Time Availability Guard — https://thefintechbuilder.com/market-data-engineering/data-quality/point-in-time-availability-guard/
Schema Drift Detector — https://thefintechbuilder.com/market-data-engineering/data-quality/schema-drift-detector/
Price-Source Consensus Check — https://thefintechbuilder.com/market-data-engineering/data-quality/price-source-consensus-check/
Price-Weighted Index — https://thefintechbuilder.com/index-and-benchmark-engineering/weighting-and-capping/price-weighted-index/
Intraday Index-Level Calculation — https://thefintechbuilder.com/index-and-benchmark-engineering/index-initialization-and-continuity/intraday-index-level-calculation/
Corporate-Action Divisor Bridge — https://thefintechbuilder.com/index-and-benchmark-engineering/index-initialization-and-continuity/corporate-action-divisor-bridge/
Divisor Continuity Adjustment — https://thefintechbuilder.com/index-and-benchmark-engineering/index-initialization-and-continuity/divisor-continuity-adjustment/
Index Divisor Initialization — https://thefintechbuilder.com/index-and-benchmark-engineering/index-initialization-and-continuity/index-divisor-initialization/
Base-Date/Base-Value Initialization — https://thefintechbuilder.com/index-and-benchmark-engineering/index-initialization-and-continuity/base-date-base-value-initialization/
Corporate-Action Status and Effective-Date Reconciliation — https://thefintechbuilder.com/corporate-actions-and-security-master-data/point-in-time-universe/corporate-action-status-and-effective-date-reconciliation/
Filing Revision Versioning — https://thefintechbuilder.com/corporate-actions-and-security-master-data/point-in-time-universe/filing-revision-versioning/
IPO Availability Timestamping — https://thefintechbuilder.com/corporate-actions-and-security-master-data/point-in-time-universe/ipo-availability-timestamping/
Survivorship-Bias Guard — https://thefintechbuilder.com/corporate-actions-and-security-master-data/point-in-time-universe/survivorship-bias-guard/
Historical Constituent Reconstruction — https://thefintechbuilder.com/corporate-actions-and-security-master-data/point-in-time-universe/historical-constituent-reconstruction/
Delisting Return Reconstruction — https://thefintechbuilder.com/corporate-actions-and-security-master-data/identity-continuity/delisting-return-reconstruction/
Merger Predecessor/Successor Mapping — https://thefintechbuilder.com/corporate-actions-and-security-master-data/identity-continuity/merger-predecessor-successor-mapping/