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markouts

Here are 2 public repositories matching this topic...

arielb57 / markout-fdr

Find which clients send toxic flow from fill markouts, with honest error rates for overlapping horizons

python bootstrap quantitative-finance multiple-testing false-discovery-rate fdr market-microstructure trading-desk forge-built toxic-flow markouts

Updated Sep 17, 2026
Python

snowkings / QIP_adverse_selection

QIP adverse-selection markouts and execution-state measurement.

market-data quantitative-finance futures limit-order-book market-microstructure polars transaction-cost-analysis adverse-selection markouts

Updated Sep 26, 2026
Python

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