VisualHFT is a WPF/C# desktop GUI that shows market microstructure in real time. You can track advanced limit‑order‑book dynamics and execution quality, then use its modular plugins to shape the analysis to your workflow.

We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.

Build your own historical Limit Order Book dataset

Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data

Code and documents from Econ 690 at Duke

SIMOTION Trace connector is a web-based application running on SIEMENS Industrial Edge

Custom built Decision Tree + Boosted Trees + KernelPLS in python

High frequency dynamics signal processing and analysis.

The SIMATIC library "LEdgeBuffer" allows creating a local buffer in the PLC to sample high speed signals. This buffer and the recording job can be accessed and controled via OPC-UA.

High-frequency broadband activity detected noninvasively in infants distinguishes wake from sleep states (2025)

Identyfing stylized facts of online sports betting markets by analysing high frequency data from Betfair UK horse racing markets.

A set of tools for exploring Eddy Covariance data with interactive maps and dashboards.

This repository contains the code supporting the paper: "High-Frequency Inflation Forecasting: A Two-Step Machine Learning Methodology"

End-to-End Python replication of Camara & Aublin's (2025) monetary spillover analysis methodology. Implements rotational-angle decomposition, Bayesian VAR with Normal-Wishart priors, sign restrictions for shock identification, and a full robustness suite for international macroeconomic analysis.

A rapid theta network mechanism for flexible information encoding (2023)

Replication codes for the paper.

Replication codes for the paper.