GitHub - gokul92/afp_public: High frequency market making signal generation in CME futures using Deep Learning

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High frequency market making signal generation in CME futures using Deep Learning

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Name		Name	Last commit message	Last commit date
Latest commit History 4 Commits
data_clean_2c.py		data_clean_2c.py
dnn.py		dnn.py
fracDiff.py		fracDiff.py
get_summ_stats.py		get_summ_stats.py
main.py		main.py
sadf.py		sadf.py
tib.py		tib.py

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High frequency market making signal generation in CME futures using Deep Learning

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