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tick-data

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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.

  • Updated Apr 29, 2021
  • Python

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 anal…

  • Updated May 7, 2019
  • Python

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