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Updated
Jul 24, 2026 - Python
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dollar-bars
Here are 2 public repositories matching this topic...
Tick, volume, dollar, and imbalance bars for financial time series, plus strictly causal cross-instrument normalization. NumPy only.
python time-series numpy quantitative-finance feature-engineering algorithmic-trading market-microstructure tick-bars dollar-bars
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Updated
Aug 15, 2026 - Python
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