Shypd.aiThe largest open index of AI toolsML-HFT is an Open Source Finance tool that provides a framework for high-frequency trading using machine learning and deep learning techniques. It extracts trading signals from level-II orderbook data for futures markets.
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ML-HFT offers an open-source framework for high-frequency trading (HFT) specifically designed for futures markets. It leverages machine learning and deep learning to extract crucial trading signals from level-II orderbook data. The framework supports advanced feature engineering, including depth trade and quote data, and allows for the integration of various models like RandomForestClassifier, LSTM, CNN, and XGBoost. Users can develop strategies based on signals such as Depth Ratio, Rise Ratio, and Orderbook Imbalance (OBI), and visualize performance metrics like prediction accuracy and PnL. This project provides a baseline for further customization and advanced model application.
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Open Source
Free
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