Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
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.
* Depth Ratio
[Note] : Feature_Selection
Learning Model Trainer
Use best model to predict next 10 seconds
[Note] : Model_Selection