Käynnissä

Limit, Market and Cancellation Orders with 1 second timestamp

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]

Subtask 1 : Extract the market orders from the full market depth/tick data.

Subtask 2 : I need to feed a NN model with limit, market and cancellation orders. You role is to reformat the full market depth/tick data so that I can get the limit, market and cancellation orders with a 1 second timestamp.

Taidot: Rahoitus, Sijoitusanalyysi, Taloudellinen tutkimus, Koneoppiminen, Ohjelmointi

Näytä lisää: market touched orders fix protocol, mt4 market pending orders stop loss profit script, create a 1 minute video for a key-ring organizer, create a 1 minute video for a keyring organizer, create a 10 second video for a software product demo, this is a second contest for a professional athlete, 1 email contacts of capet chemical products manufacturing and export companies yahoo com gmail com hotmail com, market details gotohome 1, market details gotohome 1 facebook, 1 second everyday website designer, effective academic writing 1 second edition pdf, which aspects of market you need to research before starting a internet cafe, 1 day contest desgn a logo, 1 second everyday review, 1 second everyday tutorial, 1 second everyday alternative, 1 second everyday faq, leap second vs 1 second everyday, 1 second everyday android, 1 second everyday tips

Tietoa työnantajasta:
( 59 arvostelua ) Ste-Julie, Canada

Projektin tunnus: #17547934

Myönnetty käyttäjälle:

Serg314

Hi. Here are proposed milestones: M1. Scope: 3 hours - Deeper analysis of the algoseek data format - Reviewing relevant parts of the article: [login to view URL] - Developing a method to ad Lisää

$1111 CAD 3 päivässä
(0 Arvostelua)
0.0

5 freelanceria on tarjonnut keskimäärin %project_bid_stats_avg_sub_26% %project_currencyDetails_sign_sub_27% tähän työhön

$155 CAD 3 päivässä
(4 arvostelua)
3.3
$208 CAD 7 päivässä
(0 arvostelua)
0.0
ShashikantIITG

I have 4 yrs of experience in deep learning. I have worked on many detection and classification model. I am confident about this project.

$277 CAD 15 päivässä
(0 arvostelua)
0.0
FGSLtd

We're a registered multinational company located in the United Kingdom under No.# SC572220 with its operations center in Arab Republic of Egypt registered under No. #108507, we ensure sustainable quality focused standa Lisää

$144 CAD 3 päivässä
(0 arvostelua)
0.0