โ campaign index ยท all candidates
3 novel ยท 0 crypto-prior ยท 0 excluded. Each row links its FOSS implementation + license + paper. Empirical orthogonality deferred.
| # | Candidate | FOSS implementation @ license | Paper ยท provenance | Coverage |
|---|---|---|---|---|
| #52 | edge_spread_bpsEfficient Discrete Generalized Estimator: a single GMM-based effective-spread estimate that combines all four OHLC prices, asymptotically unbiased und |
eguidotti/bidask MIT |
DOI:10.1016/j.jfineco.2024.103 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #53 | ohlc_generalized_spread_bpsA specific generalized OHLC-combination spread estimator (e.g., OHLC.CHLO or OHL.HLC average) from the same Ardia-Guidotti-Kroencke family, distinct f |
eguidotti/bidask MIT |
DOI:10.1016/j.jfineco.2024.103 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #89 | holden_effective_tick_clusteringEffective-tick (Holden/Goyenko-Holden-Trzcinka) clustering measure: from how often intra-bar prices land on coarse vs fine multiples of the symbol's m โ needs symbol tick size (data constant); GPL bidask ref |
eguidotti/bidask (bidask: EDGE + companion low-freq spread proxie GPL-3.0 |
DOI:10.1016/j.jfineco.2008.06. git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |