The Analysis of High-Frequency Finance Data using ROOT
نویسندگان
چکیده
Abstract High-frequency financial market data is conceptually distinct from high energy physics (HEP) data. Market a time series generated by participants, while HEP set of independent events collisions between particles. However, there are similarities within the structure and required tools for analysis, both fields share similar problems facing increasing size generated. This paper describes some core concepts markets, discusses differences with HEP, provides an implementation to use ROOT, open-source analysis framework in makes it possible take advantage rich features available ROOT extends research finance.
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ژورنال
عنوان ژورنال: Journal of physics
سال: 2023
ISSN: ['0022-3700', '1747-3721', '0368-3508', '1747-3713']
DOI: https://doi.org/10.1088/1742-6596/2438/1/012068