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.

语言：Jupyter Notebook · GitHub 星标：2,369 · Fork：696

话题：algorithmic-trading · backtesting-trading-strategies · feature-engineering · feature-selection · high-frequency-trading · investment · limit-order-book · machine-learning

在 GitHub 上查看原仓库