Vladislav Malyshkin personal page

Code

• Liquidity Deficit paper
• Polynomial Calculations, now merged with LD
• AMuseOfCashFlowAndLiquidityDeficit.zip
• Electrochemistry
• External storage

Exchange Data we used in arXiv:2511.01471

• NASDAQ ITCH data files
• NYSE data files

Exchange Data links

• Nasdaq ITCH
• NYSE TAQ