代码拉取完成,页面将自动刷新
同步操作将从 triobox/SGX-Full-OrderBook-Tick-Data-Trading-Strategy 强制同步,此操作会覆盖自 Fork 仓库以来所做的任何修改,且无法恢复!!!
确定后同步将在后台操作,完成时将刷新页面,请耐心等待。
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 strategy to get the P&L outcomes.
Feature Extractor
Rise Ratio
Depth Ratio
[Note] : [Feature_Selection] (Feature_Selection)
Learning Model Trainer
Use best model to predict next 10 seconds
Prediction outcome
Profit & Loss
[Note] : [Model_Selection] (Model_Selection)
此处可能存在不合适展示的内容,页面不予展示。您可通过相关编辑功能自查并修改。
如您确认内容无涉及 不当用语 / 纯广告导流 / 暴力 / 低俗色情 / 侵权 / 盗版 / 虚假 / 无价值内容或违法国家有关法律法规的内容,可点击提交进行申诉,我们将尽快为您处理。