{"id":21056120,"url":"https://github.com/sjtechdev/hft_48_hour","last_synced_at":"2025-05-15T23:32:59.418Z","repository":{"id":144520543,"uuid":"61502034","full_name":"sjtechdev/HFT_48_Hour","owner":"sjtechdev","description":"ML-based HFT algorithm built and backtested in 48 hours. See Final Report for details (the report was also written within that time).","archived":false,"fork":false,"pushed_at":"2016-06-19T21:54:18.000Z","size":677,"stargazers_count":5,"open_issues_count":0,"forks_count":2,"subscribers_count":2,"default_branch":"master","last_synced_at":"2025-04-03T17:01:30.355Z","etag":null,"topics":[],"latest_commit_sha":null,"homepage":"","language":"R","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":null,"status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/sjtechdev.png","metadata":{"files":{"readme":"README.txt","changelog":null,"contributing":null,"funding":null,"license":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2016-06-19T21:50:09.000Z","updated_at":"2022-03-05T06:43:54.000Z","dependencies_parsed_at":null,"dependency_job_id":"08363cca-7f2d-403d-8309-b4ec60922058","html_url":"https://github.com/sjtechdev/HFT_48_Hour","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/sjtechdev%2FHFT_48_Hour","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/sjtechdev%2FHFT_48_Hour/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/sjtechdev%2FHFT_48_Hour/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/sjtechdev%2FHFT_48_Hour/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/sjtechdev","download_url":"https://codeload.github.com/sjtechdev/HFT_48_Hour/tar.gz/refs/heads/master","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":254442409,"owners_count":22071864,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":[],"created_at":"2024-11-19T16:48:58.068Z","updated_at":"2025-05-15T23:32:59.395Z","avatar_url":"https://github.com/sjtechdev.png","language":"R","funding_links":[],"categories":[],"sub_categories":[],"readme":"Hi! Here's the readme file for the project.\n\nHFT_FINAL.pdf - Final Report (Detailed README)\n\napply_fs.R - removes elminated feature from all the data\n\nclassifier.R \u0026 classifier_testing.R - contains classifier training \u0026 evaluation\n\nextract_preds.R - make predictions for execution algos\n\nfe.R - feature engineering file. Note that I played around with data used in hw3 in this file originally, so its creation time was before the start of my exam, but I did not start coding for the exam until the start.\n\nfs.R - feature selection file\n\ntrading_engine_*.R - contains trading simulation\n\nBest,\nShreyas\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fsjtechdev%2Fhft_48_hour","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fsjtechdev%2Fhft_48_hour","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fsjtechdev%2Fhft_48_hour/lists"}