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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.

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Owner	rorysroes
Stars	2,356
Forks	696
Main language	Jupyter Notebook
Created	21 July 2016
Last updated at source	27 August 2022

jupyter notebookalgorithmic-tradingbacktesting-trading-strategiesfeature-engineeringfeature-selectionhigh-frequency-tradinginvestmentlimit-order-bookmachine-learningmarket-makermarket-makingmarket-microstructuremodel-selectionorderbookorderbook-tick-datapythonquantquantitative-tradingtradingtrading-strategies

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