rorysroes /SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
- Stars
- 2,370 stars
- Forks
- 695 forks
- Language
- Jupyter Notebook
- License
- Not reported
- Created
- Jul 21, 2016
- Last push
- Aug 27, 2022
- Updated
- Nov 2, 2026
- high-frequency-trading
- limit-order-book
- python
- machine-learning
- feature-selection
- feature-engineering
- backtesting-trading-strategies
- model-selection
- trading-strategies
- quantitative-trading
- algorithmic-trading
- investment
- orderbook-tick-data
- quant
- trading
- market-making
- market-maker
- market-microstructure
- orderbook
In the Repository Index from the Seed Dataset since Oct 22, 2026.
Star History
192 days recorded, Apr 26, 2026 – Nov 3, 2026 (UTC). Net change +117 stars.
Apr 26, 2026Nov 3, 2026
Apr 26, 2026Nov 3, 2026
Observations
What the Repository Host reported each day.
| Day (UTC) | Stars | Forks | Last push | Archived |
|---|---|---|---|---|
| Nov 3, 2026 | 2,370 | 695 | Aug 27, 2022 | No |
| Nov 2, 2026 | 2,369 | 696 | Aug 27, 2022 | No |
| Nov 1, 2026 | 2,366 | 696 | Aug 27, 2022 | No |
| Oct 31, 2026 | 2,366 | 696 | Aug 27, 2022 | No |
| Oct 30, 2026 | 2,366 | 696 | Aug 27, 2022 | No |
| Oct 29, 2026 | 2,366 | 696 | Aug 27, 2022 | No |
| Oct 28, 2026 | 2,366 | 696 | Aug 27, 2022 | No |
| Oct 27, 2026 | 2,362 | 696 | Aug 27, 2022 | No |
| Oct 26, 2026 | 2,361 | 696 | Aug 27, 2022 | No |
| Oct 25, 2026 | 2,362 | 696 | Aug 27, 2022 | No |
| Oct 24, 2026 | 2,362 | 696 | Aug 27, 2022 | No |
| Oct 23, 2026 | 2,361 | 696 | Aug 27, 2022 | No |
| Oct 22, 2026 | 2,361 | 696 | Aug 27, 2022 | No |