Installation
About
Fast tool to calculate the Adjusted Market Inefficiency Measure following Tran & Leirvik (2019) doi:10.1016/j.frl.2019.03.004. This tool provides rolling window estimates of the Adjusted Market Inefficiency Measure for multiple instruments simultaneously.
| github.com/gelotran/AMIM | |
| gelotran.github.io/AMIM/ | |
| Bug report | File report |
Key Metrics
Downloads
| Last 24 hours | 0 -100% |
| Last 7 days | 54 -29% |
| Last 30 days | 257 -20% |
| Last 90 days | 747 |
| Last 365 days | 747 |