Month: February 2016

New R/MATLAB Package Released: High Frequency Price Estimators & Models

We are happy to announce PortfolioEffectEstim toolbox availability for both R & MATLAB. It is designed for high frequency market microstructure analysis and contains popular estimators for price variance, quarticity and noise. For R Or via downloads section: For MATLAB—models-toolbox Or via downloads section: Features Package features key estimators for working […]