The online version of the forthcoming book “Tidy Finance with Python” is great. It covers core datasets and concepts in empirical asset pricing, machine learning, portfolio optimization, and more.
https://t.co/6Vz0jn1Nro
What is best practice in empirical market microstructure? We have written a beginner’s guide to market quality measurement in high-frequency data, out today at the Tidy Finance website. https://t.co/aS5s2sAFKV