xdaniel9/LOB-feature-analysis
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
Jupyter NotebookApache-2.0
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Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
Jupyter NotebookApache-2.0
No issues in this repository yet.