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Baumeister, Christiane and James D. Hamilton ** Structural Vector Autoregressions with Imperfect Identifying Information ** AEA Papers & Proceedings, 2022
cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The following COT reports are supported: Legacy Futures-only, Legacy Futures-and-Options Combined, Supplemental Futures-and-Options Combined, Disaggregated Futures-only, Disaggregated Futures-and-Options Combined, Trad
Save ranges from Excel documents as images
Code for Machine Learning for Algorithmic Trading, 2nd edition.
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