Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
- high-frequency-trading
- limit-order-book
- python
- machine-learning
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Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
Signal forecasting with a Sequence-to-Sequence (seq2seq) Recurrent Neural Network (RNN) model in TensorFlow - Guillaume Chevalier
Python API for Deequ
Reference mapping for single-cell genomics
The fast Continuous Wavelet Transform (fCWT) is a library for fast calculation of CWT.
scPerturb: A resource and a python/R tool for single-cell perturbation data
Analysis of High Frequency Trading on Bitcoin exchanges
🏃 The go-to single-cell Foundation Model
A collection of tasks to probe the effectiveness of protein sequence representations in modeling aspects of protein design
Peax is a tool for interactive visual pattern search and exploration in epigenomic data based on unsupervised representation learning with autoencoders
Deep learning model for single-cell inference of multi-omic profiles from a single input modality.
CancerFoundation: A single-cell RNA sequencing foundation model to decipher drug resistance in cancer