Research_on_High-frequency_Quantitative_Trading(hft)
This repository contains the Python implementation for our research on the High-frequency Quantitative Trading.
Note: Currently, all the content(esp. comments) in this project is written in Chinese and this project is still in the process of organization. We cannot guarantee its immediate usability.
- Data: Contains raw datasets (Note: Currently unorganized and not directly applicable)
- FactorTest: Includes commonly used factors in high-frequency trading, such as oir and fair_spread, among others.
- Group Sharing: Materials used during project meetings and discussions.
- LSTM: Utilizes LSTM for predicting trading price movements and magnitudes.
- Paper: Presents the final project completion report.
- Reference: Lists the references and literature used during the project implementation.
For any question, feel free to contact @
people : e-mail