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Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.

License: Apache License 2.0

Python 1.28% Jupyter Notebook 98.72%
lob trade limit-order-book

lob-feature-analysis's Introduction

Hi everybody!

  • 🎓 BSc in Physics @ University of Milan
  • 🎓 MSc in ICT for Internet and Multimedia @ University of Padova
  • 📈 Algorithmic Trading Quant @ XSOR Capital
  • 👩🏻‍💻 Interested in AI, data analytics
  • 🏎️ Fun facts: F1 fanatic

Contact: [email protected]

Personal page here

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lob-feature-analysis's Issues

how to install db_lob

It seems that db_lob library is not open source. I can not find it in the reposity or Google

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