Demonstrates how to use the Roq C++17 API for Live Cryptocurrency Algorithmic and High-Frequency Trading as well as for Back-Testing and Historical Simulation
In this repository, the goal is to predict the tick direction of a stock based on its current order book and trade data. A LSTM Neural Network is used as an example of potential solution for such problem.
Financial and Investment Data Science - python code and examples for statistical and machine learning on structured and unstructured financial data sets
This application which runs on the command line gathers given equities' quote information and writes it to a sorted file index allowing the user to build up a store of data for analytics. Just as Ruth was sent to gather in Boaz' field in the story from scripture. Stage 2 is in the works right now and involves integrating machine learning to analyse this data so that it can automate the buy-sell process for the user.