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

Official PyTorch Implementation for the "3D Gabor Splatting: Reconstruction of High-frequency Surface Texture using Gabor Noise" paper (Eurographics 2025 Short).

Code and documents from Econ 690 at Duke

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

High-frequency broadband activity detected noninvasively in infants distinguishes wake from sleep states: Part 2 (2025)

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

Forecasting GDP using MIDAS regressions with mixed-frequency macroeconomic indicators; includes data preparation, model estimation, and evaluation.

No description provided.

Custom built Decision Tree + Boosted Trees + KernelPLS in python

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 dynamics signal processing and analysis.

HF Macroeconomic Spillovers

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

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.

Replication codes for the paper.

Replication codes for the paper.

Real-time GDP nowcasting for Argentina using high-frequency indicators and machine learning, deployed as an interactive web app on Vercel.

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

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

Compute the testing statistics proposed by Li and Yang (2026)

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