Popular repositories Loading

1. Using-random-forest-to-model-limit-order-book-dynamic Using-random-forest-to-model-limit-order-book-dynamic Public

   I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead

   Python 31 13

2. fidlr fidlr Public

   fidlr (FInancial Data LoadeR) is an RStudio addin designed to simplify the financial data downloading process

   R 21 10

3. Lobster-Python-Demo-Code Lobster-Python-Demo-Code Public

   Python demo code for LOBSTER limit order book data

   Jupyter Notebook 13 8

4. planet planet Public

   Forked from python/planet

   Configuration for Python planets (e.g. http://planetpython.org)

   Python