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Top AI Repos tracks AI repositories on GitHub and answers two different questions about each one: is it moving right now, and would you bet a product on it.
Top AI Repos tracks AI repositories on GitHub and answers two different questions about each one: is it moving right now, and would you bet a product on it.
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
| Date | Stars |
|---|---|
| 2026-07-24 | 2309 |
| 2026-07-25 | 2309 |
| 2026-07-28 | 2309 |
| 2026-07-30 | 2309 |
| 2026-07-31 | 2317 |
| 2026-08-06 | 2324 |
Today
+7 stars today
This week
+15 stars this week
This month
— stars this month
Momentum
0.0
growth rate 0.65%/day
## Modeling High-Frequency Limit Order Book Dynamics Using Machine Learning
* Framework to capture the dynamics of high-frequency limit order books.
<img src="./Graph/pipline.png" width="650">
#### Overview
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
<img src="./Graph/Price_B1A1.png" width="650">
* Depth Ratio
<img src="./Graph/depth.png" width="650">
[Note] : [Feature_Selection] (Feature_Selection)
* Learning Model Trainer
* RandomForestClassifier
* ExtraTreesClassifier
* AdaBoostClassifier
* GradientBoostingClassifier
* SVM
* Use best model to predict next 10 seconds
<img src="./Graph/CV_Best_Model.png" width="650">
* Prediction outcome
<img src="./Graph/prediction.png" width="650">
* Profit & Loss
<img src="./Graph/P_L.png" width="650">
[Note] : [Model_Selection] (Model_Selection)
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Would you bet a product on this? Bounded 0–100 and slow moving.
matched fp:100e04f894c950ea, topic:trading