# nicolezattarin/LOB-feature-analysis

<https://repo.masters-masters.com/en/repos/nicolezattarin/LOB-feature-analysis>

[Home](https://repo.masters-masters.com/en) › [nicolezattarin](https://repo.masters-masters.com/en/owners/nicolezattarin) › [LOB-feature-analysis](https://repo.masters-masters.com/en/repos/nicolezattarin/LOB-feature-analysis)

nicolezattarin/LOB-feature-analysis has 281 stars on GitHub. Its RepoMasters card: Alpha tier. Feature engineering of a Limit Order Book. Extraction of…

| Field | Value |
| --- | --- |
| Owner | [nicolezattarin](https://repo.masters-masters.com/en/owners/nicolezattarin) |
| Stars | 281 |
| Forks | 82 |
| Language | [Jupyter Notebook](https://repo.masters-masters.com/en/languages/jupyter-notebook) |
| License | Apache-2.0 |
| Created | 2021 |
| Topics | lob, trade, limit-order-book |
| Tier | [Alpha (250 to 699 ★)](https://repo.masters-masters.com/en/ranks/b_movie) |
| View on GitHub | [nicolezattarin/LOB-feature-analysis](https://github.com/nicolezattarin/LOB-feature-analysis) |

## Repository

Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.

The tier for repos with 250 to 699 ★. Published odds per card pulled: 20%. Rarity: Uncommon.

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Data: GitHub · Illustration drawn by RepoMasters from the repo’s ID and its language color.
