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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The fast Continuous Wavelet Transform (fCWT) is a library for fast calculation of CWT.
- cwt
- matlab
- cpp
- optimization
Analysis of High Frequency Trading on Bitcoin exchanges