tzyk777/Volatility-DataAnalysis
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A volatility analysis tool which contains the following components: - Data loader. Load historical tick data to memory - Data pre_processor. Clean data, resample, fill na and etc - Realized volatility tool - Analysis realized volatility by using different models - Close to Close - Yang Zhang - etc - Volatility Prediction - Predict volatility with different frequency, minute, hour, day, week and etc - Time series models are used - Machine learning algorithms can be applied to optimize results - Graph - Generate kinds of graphs to help analysis Author: Zeyang Tao
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