Microstructure Libraries

3 Components & Libraries

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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…

DIPY is the paragon 3D/4D+ imaging library in Python. Contains generic methods for spatial normalization, signal processing, machine learning, statistical analysis and visualization of medical images. Additionally, it contains specialized methods for computational anatomy including diffusion, perfusion and structural imaging.

You can find our sources and single-click downloads: DIPY can be installed using pip: or using conda:

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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