bhulston/Time-Series-Prediction-with-LSTM-and-XGB

Build an algorithm that can predict multiple future states of Limit Order Books using high-frequency, multi-variate, short time-frame data

29
/ 100
Experimental

This project helps quantitative traders and market makers predict short-term changes in cryptocurrency order books. It takes high-frequency, multi-variate order book snapshot data and processes it to extract features, then uses machine learning models to forecast future order book states. The output is a prediction of how the order book will evolve over short time frames, helping traders anticipate price movements.

No commits in the last 6 months.

Use this if you need to predict multiple future states of cryptocurrency Limit Order Books based on high-frequency data for short-term trading strategies.

Not ideal if you are looking for long-term price predictions or if you are not working with detailed, high-frequency order book data.

quantitative-trading market-making cryptocurrency-analysis order-book-forecasting algorithmic-trading
No License Stale 6m No Package No Dependents
Maintenance 0 / 25
Adoption 6 / 25
Maturity 8 / 25
Community 15 / 25

How are scores calculated?

Stars

16

Forks

4

Language

Jupyter Notebook

License

Last pushed

Aug 31, 2023

Commits (30d)

0

Get this data via API

curl "https://pt-edge.onrender.com/api/v1/quality/ml-frameworks/bhulston/Time-Series-Prediction-with-LSTM-and-XGB"

Open to everyone — 100 requests/day, no key needed. Get a free key for 1,000/day.