Limit and Market Order for training a ML model

**Goal :** Using deep learning to build a ML model which would predict the right places where a stock price will increase, decrease or stay stable.

For the current question, assume the labels are well defined.

As features I used the limit order book, but I did not get a lot of success. So I realised that I didn't have all the features to accomplish my goal. In reading the following paper [login to view URL] on page 8, I didn't consider the market and cancellation orders. A setback I got is I did not find a vendor to provide the market orders separately from the limit orders. So in the moment I have the full market depth from algoseek. You can find a sample

here [login to view URL]

Does the full market depth contain the market orders? If so, can I build just a book containing the limit and market orders I can use for the training phase of the ML model?

Please let me know if you question is unclear.

Taidot: Sijoitusanalyysi, Taloudellinen tutkimus, Koneoppiminen

Näytä lisää: limit order book machine learning, short-term stock price prediction based on limit order book dynamics, forecasting stock prices from the limit order book using convolutional neural networks, quant stack exchange, modeling high frequency limit order book dynamics with support vector machines, limit order book neural network, deep learning for limit order books, secondary market research training institutes hyderabad, market order expert advisor, market order mt4, expert advisor market order, pending order market order mt4, market potential 3d city model, project company training design model, limit open order strategy, spss market research training hyderabad, limit customer order time magento, close market order currenex, mql4 buy market order, tradestation eld market order

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( 58 arvostelua ) Ste-Julie, Canada

Projektin tunnus: #17534647

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Majestic TechnologiX A team comprising of: Data Scientist | Natural Language Processing Engineer | Text Analyst | Machine Learning Engineer | Python Developer | Expert Crawler | Consultant We are a team of Data Lisää

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Dear Sir, Please let me know additional details regarding your project. Looking forward to hearing from you. Best regards,

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I believe that my experience and skill in this background will prove to be of great help to you. Contact me to discuss more on the details

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