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Cross Impact OFI Analysis

Jun 2023 - Aug 2023
Cross Impact OFI Analysis

Technologies Used

Python
Data Analysis
Financial Markets
PCA
Regression Analysis
Visualization

Project Overview

Analyzed cross-impact dynamics of Order Flow Imbalance (OFI) in equity markets, integrating multi-level OFI metrics and applying dimensionality reduction to evaluate their predictive power for price changes across various stocks.

Key Features

  • Implemented using Python, Data Analysis, Financial Markets
  • Developed during Jun 2023 - Aug 2023
  • Focused on performance, usability, and modern design principles
  • Utilized best practices for code organization and maintainability

Development Process

This project was developed with a focus on creating a robust and scalable solution. The development process involved careful planning, implementation of key features, rigorous testing, and deployment.

Project Details

Project Type

Python

Timeline

Jun 2023 - Aug 2023

Primary Technologies

Python
Data Analysis
Financial Markets

Related Skills

PythonData AnalysisFinancial MarketsPCARegression AnalysisVisualization