bradleyboyuyang/ML-HFT

High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques

43
/ 100
Emerging

This framework helps quantitative traders and fund managers develop and test high-frequency trading strategies for futures markets. By inputting real-time Level II order book data, it extracts trading signals and predicts order book dynamics using machine and deep learning techniques. The output is a robust, data-driven trading strategy pipeline that can inform automated trading decisions and visualize potential profits and losses (PnL).

558 stars. No commits in the last 6 months.

Use this if you are a quantitative trader or fund manager looking to build, evaluate, and deploy high-frequency trading strategies for futures using advanced machine learning.

Not ideal if you are a discretionary trader or primarily interested in long-term investment strategies, as this is specifically designed for very short-term, automated trading based on granular market data.

quantitative-trading futures-trading algo-trading high-frequency-trading market-microstructure
No License Stale 6m No Package No Dependents
Maintenance 0 / 25
Adoption 10 / 25
Maturity 8 / 25
Community 25 / 25

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Stars

558

Forks

128

Language

Jupyter Notebook

License

Last pushed

Sep 20, 2022

Commits (30d)

0

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