RCEpic
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.
- Owner
- rorysroes (personal account)
- Stars
- Stars: 2,372
- Forks
- Forks: 695
- Language
- Jupyter Notebook
- License
- None
- Created
- 2016
- Topics
- high-frequency-tradinglimit-order-bookpythonmachine-learningfeature-selectionfeature-engineeringbacktesting-trading-strategiesmodel-selectiontrading-strategiesquantitative-trading
- Tier
- RC (2,000 to 4,999 ★) What this tier means
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