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.

nicolezattarin
nicolezattarin
Date Created 2021-12-23 (2 years ago)
Commits 151 (last one 2 years ago)
Stargazers 190 (0 this week)
Watchers 4 (0 this week)
Forks 62
License apache-2.0
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RepositoryStats indexes 595,856 repositories, of these nicolezattarin/LOB-feature-analysis is ranked #187,871 (68th percentile) for total stargazers, and #377,401 for total watchers. Github reports the primary language for this repository as Jupyter Notebook, for repositories using this language it is ranked #4,358/17,543.

nicolezattarin/LOB-feature-analysis is also tagged with popular topics, for these it's ranked: trade (#43/102)

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111 commits on the default branch (main) since jan '22

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updated: 2024-12-07 @ 01:04am, id: 441300938 / R_kgDOGk23yg