Metadata-Version: 1.1
Name: priceprop
Version: 1.0.2
Summary: Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.
Home-page: http://github.com/felixpatzelt/priceprop
Author: Felix Patzelt
Author-email: felix@neuro.uni-bremen.de
License: MIT
Download-URL: https://github.com/felixpatzelt/priceprop/archive/1.0.2.tar.gz
Description-Content-Type: UNKNOWN
Description: 
                The models and methods are explained in:
        	
                    Patzelt, F. and Bouchaud, J-P.:
                    Nonlinear price impact from linear models
                    Journal of Statistical Mechanics (2017, in print)
                    Preprint at arXiv:1706.04163
            
Keywords: propagator,price impact,intra day,order flow,price return,Transient Impact Model,TIM,History Dependent Impact Model,HDIM
Platform: UNKNOWN
Classifier: Development Status :: 5 - Production/Stable
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Education
Classifier: Intended Audience :: Science/Research
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 2 :: Only
Classifier: Programming Language :: Python :: 2.7
Classifier: Topic :: Scientific/Engineering
Classifier: Topic :: Software Development :: Libraries
Classifier: Topic :: Software Development :: Libraries :: Python Modules
