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1. AlphaEngine AlphaEngine Public

   Java 10 11

2. VlPetrov VlPetrov Public

   Risk management Tools based on Intrinsic Time and Scaling Laws

   Java 9 13

3. Waiting_Times_and_Number_of_Directional_Changes Waiting_Times_and_Number_of_Directional_Changes Public

   Code and experiments described in the "Waiting Times and Number of Directional Changes in Intrinsic Time framework" paper (to be published)

   Java 7 5

4. Filter_Order_Book_Data Filter_Order_Book_Data Public

   The simple script used to filter extensive datasets where order book structure of external crypto exchanges is recorder once per given time interval.

   Jupyter Notebook 4 2

5. MM_square_grid MM_square_grid Public

   Here we analize an agent based model which trades only in case of intrinsic events

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6. IntrinsicTime_Spreads IntrinsicTime_Spreads Public

   This repository contains experiments on the directional change intrinsic time applied to spread of several time series.

   Java 2 2