rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

43
/ 100
Emerging

This solution helps quantitative traders and data scientists develop and test high-frequency trading strategies. It takes raw limit order book tick data as input, extracts specialized features, and applies machine learning models to predict short-term price movements. The output includes predictions and simulated profit and loss outcomes for potential trading signals.

2,234 stars. No commits in the last 6 months.

Use this if you need to analyze real-time market microstructure and build predictive models for high-frequency trading based on full order book data.

Not ideal if you are looking for a pre-built trading bot or a tool for long-term investment strategy development.

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

How are scores calculated?

Stars

2,234

Forks

692

Language

Jupyter Notebook

License

Last pushed

Aug 27, 2022

Commits (30d)

0

Get this data via API

curl "https://pt-edge.onrender.com/api/v1/quality/ml-frameworks/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy"

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