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