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High Frequency Trading Framework with Machine/Deep Learning
https://github.com/bradleyboyuyang/ML-HFT
Use of Level-2 order book data, #ML and #deeplearning.
GitHubGitHub - bradleyboyuyang/ML-HFT: High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques - GitHub - bradleyboyuyang/ML-HFT: High frequency trading (HFT) framework built for fut...