About Us

The "Oxford-Man Institute's realised library" is a project organised by the Oxford-Man Institute at the University of Oxford.

The academic scope of the project is determined by the econometricians Asger Lunde, Neil Shephard and Kevin Sheppard.  Our IT and database structures were built and maintained with the help of Justin Sharp, Dieter Hendricks, Daniel Pesch, and Dr Gerd Heber.  Details about these individuals is given on their homepages above.

The Oxford-Man Institute is an interdisciplinary research centre of the University of Oxford.   It was founded in 2007.  Its core funding is provided by Man Group plc.


Site built using Python, Pelican, jQuery, jQuery UI, Highstock and NGINX.

The backend is written in Python and utilizes Arctic to store tick data in MongoDB.

Arctic TimeSeries and Tick Store