anuj1312/OrderBook-TickData-Trading-Strategy
High-frequency trading (HFT) strategies using Machine Learning Techniques on Full Orderbook Tick Data.
This project helps quantitative traders and financial analysts develop high-frequency trading strategies. It takes raw limit order book tick data, extracts key features like 'rise ratio' and 'depth ratio,' and then uses machine learning models to predict short-term price movements. The output is a trading signal and simulated profit & loss outcomes for evaluating strategy effectiveness.
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Use this if you need a framework to develop and backtest high-frequency trading strategies based on machine learning predictions from order book data.
Not ideal if you are looking for a pre-built, production-ready trading system or if your focus is on lower-frequency trading strategies.
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Last pushed
Jun 28, 2024
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