Market-microstructure Libraries

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Market-microstructure Libraries

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.

Framework to capture the dynamics of high-frequency limit order books. In this project I used machine learning methods to capture the high-frequency limit order book dynamics and simple trading strat…

This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some of the topics explored include: machine learning, high frequency trading, NLP, technical analysis and more. Hope you enjoy it!

Hi everyone! This is my respository where I store all my code and research within Quantitative Finance with the programming languages: C++, R and Python. Some of the things you can find here are trad…

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