Research_on_High-frequency_Quantitative_Trading

Research_on_High-frequency_Quantitative_Trading(hft)

Description:

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.

Requirements

Files

• 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.

Runing instructions

Notes on experiment

Acknowledgment

Contact

For any question, feel free to contact @

people : e-mail