litingxiao/HFT-kaggle
Use high frequency market order book data of a futures contract to predict future price movements
This project helps quantitative traders and financial analysts predict short-term price movements for index futures. By analyzing high-frequency order book data (what goes in), it forecasts the probability of price changes in the next second (what comes out). It's designed for individuals who need to make rapid trading decisions based on market microstructure.
No commits in the last 6 months.
Use this if you are a quantitative trader or researcher analyzing market microstructure for very short-term (one-second) price predictions in index futures.
Not ideal if you are looking for long-term investment strategies, fundamental analysis, or predictions for asset classes other than index futures.
Stars
12
Forks
2
Language
Jupyter Notebook
License
MIT
Category
Last pushed
Mar 30, 2023
Commits (30d)
0
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