S-razmi/DeepLOB
DeepLOB Implementation on Bitcoin Perpetual Data
This project helps quantitative traders and financial analysts predict short-term Bitcoin price movements. It takes historical Bitcoin perpetual futures Limit Order Book (LOB) data, sampled at one-second intervals, and outputs predictions on whether the price will go up, down, or stay the same. It's designed for someone analyzing cryptocurrency market microstructure to inform trading strategies.
No commits in the last 6 months.
Use this if you need to forecast Bitcoin perpetual futures price direction using deep learning on high-frequency order book data.
Not ideal if you are interested in long-term price predictions or need to analyze asset classes other than Bitcoin perpetual futures.
Stars
29
Forks
5
Language
Jupyter Notebook
License
MIT
Category
Last pushed
Aug 07, 2023
Commits (30d)
0
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