Skip to main content
Help us improve Python packaging – donate today!

Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.

Project 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

Release history Release notifications

This version
History Node


History Node


History Node


History Node


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Filename, size & hash SHA256 hash help File type Python version Upload date
priceprop-1.0.2.tar.gz (11.1 kB) Copy SHA256 hash SHA256 Source None Oct 1, 2017

Supported by

Elastic Elastic Search Pingdom Pingdom Monitoring Google Google BigQuery Sentry Sentry Error logging CloudAMQP CloudAMQP RabbitMQ AWS AWS Cloud computing Fastly Fastly CDN DigiCert DigiCert EV certificate StatusPage StatusPage Status page