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.
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.
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692
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Jupyter Notebook
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Last pushed
Aug 27, 2022
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