SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Order Book Analyzer
Develops a framework to analyze high-frequency limit order book data and predict market outcomes using machine learning algorithms.
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
2k stars
99 watching
670 forks
Language: Jupyter Notebook
last commit: about 3 years ago
Linked from 2 awesome lists
algorithmic-tradingbacktesting-trading-strategiesfeature-engineeringfeature-selectionhigh-frequency-tradinginvestmentlimit-order-bookmachine-learningmarket-makermarket-makingmarket-microstructuremodel-selectionorderbookorderbook-tick-datapythonquantquantitative-tradingtradingtrading-strategies
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