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
47,133 repositories indexed
1–6 of 6 · Most stars
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Feature engineering and selection open-source Python library compatible with sklearn.
Machine Learning in R
Desbordante is a high-performance data profiler that is capable of discovering many different patterns in data using various algorithms. It also allows to run data cleaning scenarios using these algorithms. Desbordante has a console version and an easy-to-use web application.
A scikit-learn-compatible Python implementation of ReBATE, a suite of Relief-based feature selection algorithms for Machine Learning.
A fast xgboost feature selection algorithm