AlphaUncommon
nicolezattarin/LOB-feature-analysis
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
- Owner
- nicolezattarin (personal account)
- Stars
- Stars: 281
- Forks
- Forks: 82
- Language
- Jupyter Notebook
- License
- Apache-2.0
- Created
- 2021
- Topics
- lobtradelimit-order-book
- Tier
- Alpha (250 to 699 ★) What this tier means
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