KarelZe · KarelZe · Dec 22, 2023 · Dec 22, 2023 · Dec 22, 2023
@@ -1,7 +1,8 @@
-# Trade classification for python 🐍
+# Trade classification with python 🐍
 
-![GitHubActions](https://github.com/karelze/tclf//actions/workflows/tests.yaml/badge.svg)
-![codecov](https://codecov.io/gh/KarelZe/tclf/branch/main/graph/badge.svg?token=CBM1RXGI86)
+[![GitHubActions](https://github.com/karelze/tclf//actions/workflows/tests.yaml/badge.svg)](https://github.com/KarelZe/tclf/actions)
+[![codecov](https://codecov.io/gh/KarelZe/tclf/branch/main/graph/badge.svg?token=CBM1RXGI86)](https://codecov.io/gh/KarelZe/tclf/tree/main/graph)
+[![Quality Gate Status](https://sonarcloud.io/api/project_badges/measure?project=KarelZe_tclf&metric=alert_status)](https://sonarcloud.io/summary/new_code?id=KarelZe_tclf)
 
 `tclf` is a [`scikit-learn`](https://scikit-learn.org/stable/)-compatible implementation of trade classification algorithms to classify financial markets transactions into buyer- and seller-initiated trades.
 
@@ -13,14 +14,14 @@ The key features are:
 
 ## Installation
 ```console
-$ python -m pip install .
+$ pip install .
 ---> 100%
-Successfully installed tclf-0.0.1
+Successfully installed tclf-0.0.0
 ```
 
 ## Minimal Example
 
-Let's start off simple: classify all trades by the quote rule and all other trades, which cannot be classified by the quote rule, randomly.
+Let's start simple: classify all trades by the quote rule and all other trades, which cannot be classified by the quote rule, randomly.
 
 Create a `main.py` with:
 ```python
@@ -87,13 +88,13 @@ Like before, column/feature names must follow our [naming conventions](https://k
 
 ## Supported Algorithms
 
-- (Rev.) Tick test
-- Quote rule
-- (Rev.) LR algorithm
-- (Rev.) EMO rule
-- (Rev.) CLNV rule
-- Depth rule
-- Tradesize rule
+- (Rev.) CLNV rule[^1]
+- (Rev.) EMO rule[^2]
+- (Rev.) LR algorithm[^6]
+- (Rev.) Tick test[^5]
+- Depth rule[^3]
+- Quote rule[^4]
+- Tradesize rule[^3]
 
 ## Citation
 
@@ -102,26 +103,22 @@ Like before, column/feature names must follow our [naming conventions](https://k
     author = {Bilz, Markus},
     license = {BSD 3},
     month = dec,
-    title = {{tclf}},
+    title = {{tclf} -- trade classification with python},
     url = {https://github.com/KarelZe/tclf},
     version = {0.0.1},
     year = {2023}
 }
 ```
 
-## References
-
-<div class="csl-bib-body" style="line-height: 2; margin-left: 2em; text-indent:-2em;">
-  <div class="csl-entry">Chakrabarty, B., Li, B., Nguyen, V., &amp; Van Ness, R. A. (2007). Trade classification algorithms for electronic communications network trades. <i>Journal of Banking &amp; Finance</i>, <i>31</i>(12), 3806–3821. <a href="https://doi.org/10.1016/j.jbankfin.2007.03.003">https://doi.org/10.1016/j.jbankfin.2007.03.003</a></div>
+## Footnotes
+  [^1]: <div class="csl-entry">Chakrabarty, B., Li, B., Nguyen, V., &amp; Van Ness, R. A. (2007). Trade classification algorithms for electronic communications network trades. <i>Journal of Banking &amp; Finance</i>, <i>31</i>(12), 3806–3821. <a href="https://doi.org/10.1016/j.jbankfin.2007.03.003">https://doi.org/10.1016/j.jbankfin.2007.03.003</a></div>
   <span class="Z3988" title="url_ver=Z39.88-2004&amp;ctx_ver=Z39.88-2004&amp;rfr_id=info%3Asid%2Fzotero.org%3A2&amp;rft_id=info%3Adoi%2F10.1016%2Fj.jbankfin.2007.03.003&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.atitle=Trade%20classification%20algorithms%20for%20electronic%20communications%20network%20trades&amp;rft.jtitle=Journal%20of%20Banking%20%26%20Finance&amp;rft.volume=31&amp;rft.issue=12&amp;rft.aufirst=Bidisha&amp;rft.aulast=Chakrabarty&amp;rft.au=Bidisha%20Chakrabarty&amp;rft.au=Bingguang%20Li&amp;rft.au=Vanthuan%20Nguyen&amp;rft.au=Robert%20A.%20Van%20Ness&amp;rft.date=2007&amp;rft.pages=3806%E2%80%933821&amp;rft.spage=3806&amp;rft.epage=3821"></span>
-  <div class="csl-entry">Ellis, K., Michaely, R., &amp; O’Hara, M. (2000). The accuracy of trade classification rules: Evidence from nasdaq. <i>The Journal of Financial and Quantitative Analysis</i>, <i>35</i>(4), 529–551. <a href="https://doi.org/10.2307/2676254">https://doi.org/10.2307/2676254</a></div>
+  [^2]: <div class="csl-entry">Ellis, K., Michaely, R., &amp; O’Hara, M. (2000). The accuracy of trade classification rules: Evidence from nasdaq. <i>The Journal of Financial and Quantitative Analysis</i>, <i>35</i>(4), 529–551. <a href="https://doi.org/10.2307/2676254">https://doi.org/10.2307/2676254</a></div>
   <span class="Z3988" title="url_ver=Z39.88-2004&amp;ctx_ver=Z39.88-2004&amp;rfr_id=info%3Asid%2Fzotero.org%3A2&amp;rft_id=info%3Adoi%2F10.2307%2F2676254&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.atitle=The%20accuracy%20of%20trade%20classification%20rules%3A%20evidence%20from%20nasdaq&amp;rft.jtitle=The%20Journal%20of%20Financial%20and%20Quantitative%20Analysis&amp;rft.volume=35&amp;rft.issue=4&amp;rft.aufirst=Katrina&amp;rft.aulast=Ellis&amp;rft.au=Katrina%20Ellis&amp;rft.au=Roni%20Michaely&amp;rft.au=Maureen%20O'Hara&amp;rft.date=2000&amp;rft.pages=529%E2%80%93551&amp;rft.spage=529&amp;rft.epage=551"></span>
-  <div class="csl-entry">Grauer, C., Schuster, P., &amp; Uhrig-Homburg, M. (2023). <i>Option trade classification</i>. <a href="https://doi.org/10.2139/ssrn.4098475">https://doi.org/10.2139/ssrn.4098475</a></div>
+  [^3]: <div class="csl-entry">Grauer, C., Schuster, P., &amp; Uhrig-Homburg, M. (2023). <i>Option trade classification</i>. <a href="https://doi.org/10.2139/ssrn.4098475">https://doi.org/10.2139/ssrn.4098475</a></div>
   <span class="Z3988" title="url_ver=Z39.88-2004&amp;ctx_ver=Z39.88-2004&amp;rfr_id=info%3Asid%2Fzotero.org%3A2&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&amp;rft.type=document&amp;rft.title=Option%20trade%20classification&amp;rft.aufirst=Caroline&amp;rft.aulast=Grauer&amp;rft.au=Caroline%20Grauer&amp;rft.au=Philipp%20Schuster&amp;rft.au=Marliese%20Uhrig-Homburg&amp;rft.date=2023"></span>
-  <div class="csl-entry">Harris, L. (1989). A day-end transaction price anomaly. <i>The Journal of Financial and Quantitative Analysis</i>, <i>24</i>(1), 29. <a href="https://doi.org/10.2307/2330746">https://doi.org/10.2307/2330746</a></div>
+  [^4]: <div class="csl-entry">Harris, L. (1989). A day-end transaction price anomaly. <i>The Journal of Financial and Quantitative Analysis</i>, <i>24</i>(1), 29. <a href="https://doi.org/10.2307/2330746">https://doi.org/10.2307/2330746</a></div>
   <span class="Z3988" title="url_ver=Z39.88-2004&amp;ctx_ver=Z39.88-2004&amp;rfr_id=info%3Asid%2Fzotero.org%3A2&amp;rft_id=info%3Adoi%2F10.2307%2F2330746&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.atitle=A%20day-end%20transaction%20price%20anomaly&amp;rft.jtitle=The%20Journal%20of%20Financial%20and%20Quantitative%20Analysis&amp;rft.volume=24&amp;rft.issue=1&amp;rft.aufirst=Lawrence&amp;rft.aulast=Harris&amp;rft.au=Lawrence%20Harris&amp;rft.date=1989&amp;rft.pages=29"></span>
-  <div class="csl-entry">Hasbrouck, J. (2009). Trading costs and returns for U.s. Equities: Estimating effective costs from daily data. <i>The Journal of Finance</i>, <i>64</i>(3), 1445–1477. <a href="https://doi.org/10.1111/j.1540-6261.2009.01469.x">https://doi.org/10.1111/j.1540-6261.2009.01469.x</a></div>
-  <span class="Z3988" title="url_ver=Z39.88-2004&amp;ctx_ver=Z39.88-2004&amp;rfr_id=info%3Asid%2Fzotero.org%3A2&amp;rft_id=info%3Adoi%2F10.1111%2Fj.1540-6261.2009.01469.x&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.atitle=Trading%20costs%20and%20returns%20for%20U.s.%20Equities%3A%20estimating%20effective%20costs%20from%20daily%20data&amp;rft.jtitle=The%20Journal%20of%20Finance&amp;rft.volume=64&amp;rft.issue=3&amp;rft.aufirst=Joel&amp;rft.aulast=Hasbrouck&amp;rft.au=Joel%20Hasbrouck&amp;rft.date=2009&amp;rft.pages=1445%E2%80%931477&amp;rft.spage=1445&amp;rft.epage=1477"></span>
-  <div class="csl-entry">Lee, C., &amp; Ready, M. J. (1991). Inferring trade direction from intraday data. <i>The Journal of Finance</i>, <i>46</i>(2), 733–746. <a href="https://doi.org/10.1111/j.1540-6261.1991.tb02683.x">https://doi.org/10.1111/j.1540-6261.1991.tb02683.x</a></div>
+  [^5]: <div class="csl-entry">Hasbrouck, J. (2009). Trading costs and returns for U.s. Equities: Estimating effective costs from daily data. <i>The Journal of Finance</i>, <i>64</i>(3), 1445–1477. <a href="https://doi.org/10.1111/j.1540-6261.2009.01469.x">https://doi.org/10.1111/j.1540-6261.2009.01469.x</a></div><span class="Z3988" title="url_ver=Z39.88-2004&amp;ctx_ver=Z39.88-2004&amp;rfr_id=info%3Asid%2Fzotero.org%3A2&amp;rft_id=info%3Adoi%2F10.1111%2Fj.1540-6261.2009.01469.x&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.atitle=Trading%20costs%20and%20returns%20for%20U.s.%20Equities%3A%20estimating%20effective%20costs%20from%20daily%20data&amp;rft.jtitle=The%20Journal%20of%20Finance&amp;rft.volume=64&amp;rft.issue=3&amp;rft.aufirst=Joel&amp;rft.aulast=Hasbrouck&amp;rft.au=Joel%20Hasbrouck&amp;rft.date=2009&amp;rft.pages=1445%E2%80%931477&amp;rft.spage=1445&amp;rft.epage=1477"></span>
+  [^6]: <div class="csl-entry">Lee, C., &amp; Ready, M. J. (1991). Inferring trade direction from intraday data. <i>The Journal of Finance</i>, <i>46</i>(2), 733–746. <a href="https://doi.org/10.1111/j.1540-6261.1991.tb02683.x">https://doi.org/10.1111/j.1540-6261.1991.tb02683.x</a></div>
   <span class="Z3988" title="url_ver=Z39.88-2004&amp;ctx_ver=Z39.88-2004&amp;rfr_id=info%3Asid%2Fzotero.org%3A2&amp;rft_id=info%3Adoi%2F10.1111%2Fj.1540-6261.1991.tb02683.x&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.atitle=Inferring%20trade%20direction%20from%20intraday%20data&amp;rft.jtitle=The%20Journal%20of%20Finance&amp;rft.volume=46&amp;rft.issue=2&amp;rft.aufirst=Charles&amp;rft.aulast=Lee&amp;rft.au=Charles%20Lee&amp;rft.au=Mark%20J.%20Ready&amp;rft.date=1991&amp;rft.pages=733%E2%80%93746&amp;rft.spage=733&amp;rft.epage=746"></span>
-</div>
@@ -1,7 +1,8 @@
-# Trade classification for python 🐍
+# Trade classification with python 🐍
 
-![GitHubActions](https://github.com/karelze/tclf//actions/workflows/tests.yaml/badge.svg)
-![codecov](https://codecov.io/gh/KarelZe/tclf/branch/main/graph/badge.svg?token=CBM1RXGI86)
+[![GitHubActions](https://github.com/karelze/tclf//actions/workflows/tests.yaml/badge.svg)](https://github.com/KarelZe/tclf/actions)
+[![codecov](https://codecov.io/gh/KarelZe/tclf/branch/main/graph/badge.svg?token=CBM1RXGI86)](https://codecov.io/gh/KarelZe/tclf/tree/main/graph)
+[![Quality Gate Status](https://sonarcloud.io/api/project_badges/measure?project=KarelZe_tclf&metric=alert_status)](https://sonarcloud.io/summary/new_code?id=KarelZe_tclf)
 
 `tclf` is a [`scikit-learn`](https://scikit-learn.org/stable/)-compatible implementation of trade classification algorithms to classify financial markets transactions into buyer- and seller-initiated trades.
 
@@ -20,7 +21,7 @@ Successfully installed tclf-0.0.0
 
 ## Minimal Example
 
-Let's start off simple: classify all trades by the quote rule and all other trades, which cannot be classified by the quote rule, randomly.
+Let's start simple: classify all trades by the quote rule and all other trades, which cannot be classified by the quote rule, randomly.
 
 Create a `main.py` with:
 ```python
@@ -87,13 +88,13 @@ Like before, column/feature names must follow our [naming conventions](https://k
 
 ## Supported Algorithms
 
-- (Rev.) Tick test
-- Quote rule
-- (Rev.) LR algorithm
-- (Rev.) EMO rule
-- (Rev.) CLNV rule
-- Depth rule
-- Tradesize rule
+- (Rev.) CLNV rule[^1]
+- (Rev.) EMO rule[^2]
+- (Rev.) LR algorithm[^6]
+- (Rev.) Tick test[^5]
+- Depth rule[^3]
+- Quote rule[^4]
+- Tradesize rule[^3]
 
 ## Citation
 
@@ -102,26 +103,22 @@ Like before, column/feature names must follow our [naming conventions](https://k
     author = {Bilz, Markus},
     license = {BSD 3},
     month = dec,
-    title = {{tclf}},
+    title = {{tclf} -- trade classification with python},
     url = {https://github.com/KarelZe/tclf},
     version = {0.0.1},
     year = {2023}
 }
 ```
 
-## References
-
-<div class="csl-bib-body" style="line-height: 2; margin-left: 2em; text-indent:-2em;">
-  <div class="csl-entry">Chakrabarty, B., Li, B., Nguyen, V., &amp; Van Ness, R. A. (2007). Trade classification algorithms for electronic communications network trades. <i>Journal of Banking &amp; Finance</i>, <i>31</i>(12), 3806–3821. <a href="https://doi.org/10.1016/j.jbankfin.2007.03.003">https://doi.org/10.1016/j.jbankfin.2007.03.003</a></div>
+## Footnotes
+  [^1]: <div class="csl-entry">Chakrabarty, B., Li, B., Nguyen, V., &amp; Van Ness, R. A. (2007). Trade classification algorithms for electronic communications network trades. <i>Journal of Banking &amp; Finance</i>, <i>31</i>(12), 3806–3821. <a href="https://doi.org/10.1016/j.jbankfin.2007.03.003">https://doi.org/10.1016/j.jbankfin.2007.03.003</a></div>
   <span class="Z3988" title="url_ver=Z39.88-2004&amp;ctx_ver=Z39.88-2004&amp;rfr_id=info%3Asid%2Fzotero.org%3A2&amp;rft_id=info%3Adoi%2F10.1016%2Fj.jbankfin.2007.03.003&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.atitle=Trade%20classification%20algorithms%20for%20electronic%20communications%20network%20trades&amp;rft.jtitle=Journal%20of%20Banking%20%26%20Finance&amp;rft.volume=31&amp;rft.issue=12&amp;rft.aufirst=Bidisha&amp;rft.aulast=Chakrabarty&amp;rft.au=Bidisha%20Chakrabarty&amp;rft.au=Bingguang%20Li&amp;rft.au=Vanthuan%20Nguyen&amp;rft.au=Robert%20A.%20Van%20Ness&amp;rft.date=2007&amp;rft.pages=3806%E2%80%933821&amp;rft.spage=3806&amp;rft.epage=3821"></span>
-  <div class="csl-entry">Ellis, K., Michaely, R., &amp; O’Hara, M. (2000). The accuracy of trade classification rules: Evidence from nasdaq. <i>The Journal of Financial and Quantitative Analysis</i>, <i>35</i>(4), 529–551. <a href="https://doi.org/10.2307/2676254">https://doi.org/10.2307/2676254</a></div>
+  [^2]: <div class="csl-entry">Ellis, K., Michaely, R., &amp; O’Hara, M. (2000). The accuracy of trade classification rules: Evidence from nasdaq. <i>The Journal of Financial and Quantitative Analysis</i>, <i>35</i>(4), 529–551. <a href="https://doi.org/10.2307/2676254">https://doi.org/10.2307/2676254</a></div>
   <span class="Z3988" title="url_ver=Z39.88-2004&amp;ctx_ver=Z39.88-2004&amp;rfr_id=info%3Asid%2Fzotero.org%3A2&amp;rft_id=info%3Adoi%2F10.2307%2F2676254&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.atitle=The%20accuracy%20of%20trade%20classification%20rules%3A%20evidence%20from%20nasdaq&amp;rft.jtitle=The%20Journal%20of%20Financial%20and%20Quantitative%20Analysis&amp;rft.volume=35&amp;rft.issue=4&amp;rft.aufirst=Katrina&amp;rft.aulast=Ellis&amp;rft.au=Katrina%20Ellis&amp;rft.au=Roni%20Michaely&amp;rft.au=Maureen%20O'Hara&amp;rft.date=2000&amp;rft.pages=529%E2%80%93551&amp;rft.spage=529&amp;rft.epage=551"></span>
-  <div class="csl-entry">Grauer, C., Schuster, P., &amp; Uhrig-Homburg, M. (2023). <i>Option trade classification</i>. <a href="https://doi.org/10.2139/ssrn.4098475">https://doi.org/10.2139/ssrn.4098475</a></div>
+  [^3]: <div class="csl-entry">Grauer, C., Schuster, P., &amp; Uhrig-Homburg, M. (2023). <i>Option trade classification</i>. <a href="https://doi.org/10.2139/ssrn.4098475">https://doi.org/10.2139/ssrn.4098475</a></div>
   <span class="Z3988" title="url_ver=Z39.88-2004&amp;ctx_ver=Z39.88-2004&amp;rfr_id=info%3Asid%2Fzotero.org%3A2&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&amp;rft.type=document&amp;rft.title=Option%20trade%20classification&amp;rft.aufirst=Caroline&amp;rft.aulast=Grauer&amp;rft.au=Caroline%20Grauer&amp;rft.au=Philipp%20Schuster&amp;rft.au=Marliese%20Uhrig-Homburg&amp;rft.date=2023"></span>
-  <div class="csl-entry">Harris, L. (1989). A day-end transaction price anomaly. <i>The Journal of Financial and Quantitative Analysis</i>, <i>24</i>(1), 29. <a href="https://doi.org/10.2307/2330746">https://doi.org/10.2307/2330746</a></div>
+  [^4]: <div class="csl-entry">Harris, L. (1989). A day-end transaction price anomaly. <i>The Journal of Financial and Quantitative Analysis</i>, <i>24</i>(1), 29. <a href="https://doi.org/10.2307/2330746">https://doi.org/10.2307/2330746</a></div>
   <span class="Z3988" title="url_ver=Z39.88-2004&amp;ctx_ver=Z39.88-2004&amp;rfr_id=info%3Asid%2Fzotero.org%3A2&amp;rft_id=info%3Adoi%2F10.2307%2F2330746&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.atitle=A%20day-end%20transaction%20price%20anomaly&amp;rft.jtitle=The%20Journal%20of%20Financial%20and%20Quantitative%20Analysis&amp;rft.volume=24&amp;rft.issue=1&amp;rft.aufirst=Lawrence&amp;rft.aulast=Harris&amp;rft.au=Lawrence%20Harris&amp;rft.date=1989&amp;rft.pages=29"></span>
-  <div class="csl-entry">Hasbrouck, J. (2009). Trading costs and returns for U.s. Equities: Estimating effective costs from daily data. <i>The Journal of Finance</i>, <i>64</i>(3), 1445–1477. <a href="https://doi.org/10.1111/j.1540-6261.2009.01469.x">https://doi.org/10.1111/j.1540-6261.2009.01469.x</a></div>
-  <span class="Z3988" title="url_ver=Z39.88-2004&amp;ctx_ver=Z39.88-2004&amp;rfr_id=info%3Asid%2Fzotero.org%3A2&amp;rft_id=info%3Adoi%2F10.1111%2Fj.1540-6261.2009.01469.x&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.atitle=Trading%20costs%20and%20returns%20for%20U.s.%20Equities%3A%20estimating%20effective%20costs%20from%20daily%20data&amp;rft.jtitle=The%20Journal%20of%20Finance&amp;rft.volume=64&amp;rft.issue=3&amp;rft.aufirst=Joel&amp;rft.aulast=Hasbrouck&amp;rft.au=Joel%20Hasbrouck&amp;rft.date=2009&amp;rft.pages=1445%E2%80%931477&amp;rft.spage=1445&amp;rft.epage=1477"></span>
-  <div class="csl-entry">Lee, C., &amp; Ready, M. J. (1991). Inferring trade direction from intraday data. <i>The Journal of Finance</i>, <i>46</i>(2), 733–746. <a href="https://doi.org/10.1111/j.1540-6261.1991.tb02683.x">https://doi.org/10.1111/j.1540-6261.1991.tb02683.x</a></div>
+  [^5]: <div class="csl-entry">Hasbrouck, J. (2009). Trading costs and returns for U.s. Equities: Estimating effective costs from daily data. <i>The Journal of Finance</i>, <i>64</i>(3), 1445–1477. <a href="https://doi.org/10.1111/j.1540-6261.2009.01469.x">https://doi.org/10.1111/j.1540-6261.2009.01469.x</a></div><span class="Z3988" title="url_ver=Z39.88-2004&amp;ctx_ver=Z39.88-2004&amp;rfr_id=info%3Asid%2Fzotero.org%3A2&amp;rft_id=info%3Adoi%2F10.1111%2Fj.1540-6261.2009.01469.x&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.atitle=Trading%20costs%20and%20returns%20for%20U.s.%20Equities%3A%20estimating%20effective%20costs%20from%20daily%20data&amp;rft.jtitle=The%20Journal%20of%20Finance&amp;rft.volume=64&amp;rft.issue=3&amp;rft.aufirst=Joel&amp;rft.aulast=Hasbrouck&amp;rft.au=Joel%20Hasbrouck&amp;rft.date=2009&amp;rft.pages=1445%E2%80%931477&amp;rft.spage=1445&amp;rft.epage=1477"></span>
+  [^6]: <div class="csl-entry">Lee, C., &amp; Ready, M. J. (1991). Inferring trade direction from intraday data. <i>The Journal of Finance</i>, <i>46</i>(2), 733–746. <a href="https://doi.org/10.1111/j.1540-6261.1991.tb02683.x">https://doi.org/10.1111/j.1540-6261.1991.tb02683.x</a></div>
   <span class="Z3988" title="url_ver=Z39.88-2004&amp;ctx_ver=Z39.88-2004&amp;rfr_id=info%3Asid%2Fzotero.org%3A2&amp;rft_id=info%3Adoi%2F10.1111%2Fj.1540-6261.1991.tb02683.x&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.atitle=Inferring%20trade%20direction%20from%20intraday%20data&amp;rft.jtitle=The%20Journal%20of%20Finance&amp;rft.volume=46&amp;rft.issue=2&amp;rft.aufirst=Charles&amp;rft.aulast=Lee&amp;rft.au=Charles%20Lee&amp;rft.au=Mark%20J.%20Ready&amp;rft.date=1991&amp;rft.pages=733%E2%80%93746&amp;rft.spage=733&amp;rft.epage=746"></span>
-</div>
@@ -37,6 +37,7 @@ markdown_extensions:
       alternate_style: true
   - mdx_include:
       base_path: docs
+  - footnotes
 
 plugins:
   - search