Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine learning

Practical financial data science examples applying statistics, time series analysis, graph analytics, backtesting, machine learning, natural language processing, neural networks and LLMs

Latest source files for the kdb+taq package

Estimation of realized quantities

Resample High Frequency Data

A simple SAS program that can extract TAQ data from WRDS cloud for a list of companies on particular dates during specific time periods.

Machine learning application in Finance using recurrent neural networks and reinforcement learning.

Trade and quote data utilities for Julia