Jupyter Notebook
rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
★ 2.4k
Stars
695 forks · 5 open issues
+1.0/day
Growth · measured
Stars counted between two of our own snapshots roughly a week apart. The repository page gives the exact span.
23.5
Momentum / 100
see the breakdown below
10y ago
Created
last push 4y ago
Star history
How this score was built
| Component | Weight | Earned | Why |
|---|---|---|---|
| Velocity | 55 | 5.8 | +1.0/day, log-scaled against a 750/day ceiling |
| Acceleration | 15 | 7.9 | last week ran 1.53× the monthly pace |
| Freshness | 15 | 0.0 | last push 4y ago; decays to zero at 180 days |
| Scale | 15 | 9.8 | 2.4k stars, log-scaled against 150k — stops a 3-star repo topping the board |
| Momentum | 100 | 23.5 | sum of the above |
Detail
| Topics | algorithmic-tradingbacktesting-trading-strategiesfeature-engineeringfeature-selectionhigh-frequency-tradinginvestmentlimit-order-bookmachine-learningmarket-makermarket-makingmarket-microstructuremodel-selectionorderbookorderbook-tick-datapythonquantquantitative-tradingtradingtrading-strategies |
| Matched on | Finance (algorithmic-trading) |
| Short window | +7 stars over 7 days = 1.0/day |
| Long window | +17 stars over 26 days = 0.7/day |
| Lifetime average | 0.63 stars/day over 3,759 days |
| First seen here | 2026-10-11 |
| Last read | 2d ago |