SGX-Full-OrderBook-Tick-Data-Trading-Strategy
by rorysroes
Jupyter Notebookpushed about 4 years ago
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
AI summary
Order Book Analyzer
Develops a framework to analyze high-frequency limit order book data and predict market outcomes using machine learning algorithms.
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- #algorithmic-trading
- #backtesting-trading-strategies
- #feature-engineering
- #feature-selection
- #high-frequency-trading
- #investment
- #limit-order-book
- #machine-learning
- #market-maker
- #market-making
- #market-microstructure
- #model-selection
- #orderbook
- #orderbook-tick-data
- #python
- #quant
- #quantitative-trading
- #trading
- #trading-strategies
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