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.

Date Created 2016-07-21 (8 years ago)

Commits 158 (last one 2 years ago)

Stargazers 1,941 (0 this week)

Watchers 99 (0 this week)

Forks 665

License unknown

Ranking

RepositoryStats indexes 579,238 repositories, of these rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy is ranked #26,250 (95th percentile) for total stargazers, and #18,191 for total watchers. Github reports the primary language for this repository as Jupyter Notebook, for repositories using this language it is ranked #581/16,882.

rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy is also tagged with popular topics, for these it's ranked: python (#1,640/21862), machine-learning (#784/7866), trading (#44/642), trading-strategies (#31/204), algorithmic-trading (#32/191), quant (#25/137), feature-engineering (#11/112)

Other Information

rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy has Github issues enabled, there are 3 open issues and 1 closed issue.

All Topics

quant python trading orderbook investment market-maker market-making model-selection limit-order-book machine-learning feature-selection trading-strategies algorithmic-trading feature-engineering orderbook-tick-data quantitative-trading market-microstructure high-frequency-trading backtesting-trading-strategies

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Recent Commit History

1 commits on the default branch (master) since jan '22

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Languages

The only known language in this repository is Jupyter Notebook

updated: 2024-11-05 @ 06:14pm, id: 63839029 / R_kgDOA84bNQ