Market Microstructure
3 projects
Showing 3 of 3 projects
SGX-Full-OrderBook-Tick-Data-Trading-StrategyJupyter Notebook
A machine learning framework for developing high-frequency trading strategies using full orderbook tick data.
#market-microstructure#time-series-prediction#high-frequency-trading
Stars2.3k
Forks694
Last commit
ParityJava
An open-source Java platform for building financial trading venues, exchanges, and algorithmic trading agents.
#market-microstructure#trading-platform#financial-exchange
Stars501
Forks187
Last commit4 years ago
HFT_BitcoinJupyter Notebook
Analysis of High Frequency Trading patterns and strategies on Bitcoin exchanges using Jupyter notebooks.
#market-microstructure#high-frequency-trading#bitcoin-analysis
Stars175
Forks46
Last commit9 years ago
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