Ecosyste.ms: Awesome
An open API service indexing awesome lists of open source software.
https://github.com/rorysroes/sgx-full-orderbook-tick-data-trading-strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
https://github.com/rorysroes/sgx-full-orderbook-tick-data-trading-strategy
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
Last synced: about 15 hours ago
JSON representation
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
- Host: GitHub
- URL: https://github.com/rorysroes/sgx-full-orderbook-tick-data-trading-strategy
- Owner: rorysroes
- Created: 2016-07-21T05:14:14.000Z (about 8 years ago)
- Default Branch: master
- Last Pushed: 2022-08-27T20:48:46.000Z (about 2 years ago)
- Last Synced: 2024-09-21T16:12:57.616Z (4 days ago)
- Topics: 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
- Language: Jupyter Notebook
- Homepage:
- Size: 83.6 MB
- Stars: 1,917
- Watchers: 98
- Forks: 660
- Open Issues: 3
-
Metadata Files:
- Readme: README.md