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Some links about high-frequency trading (#884)
* Some links about high-frequency trading * Update highfreq.rst * Update highfreq.rst * Update highfreq.rst
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@@ -28,4 +28,11 @@ The frequency of trading algorithm, decision content and execution environment c
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Example
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===========================
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An example of nested decision execution framework for high-frequency can be found `here <https://github.com/microsoft/qlib/blob/main/examples/nested_decision_execution/workflow.py>`_.
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An example of nested decision execution framework for high-frequency can be found `here <https://github.com/microsoft/qlib/blob/main/examples/nested_decision_execution/workflow.py>`_.
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Besides, the above examples, here are some other related work about high-frequency trading in Qlib.
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- `Prediction with high-frequency data <https://github.com/microsoft/qlib/tree/main/examples/highfreq#benchmarks-performance-predicting-the-price-trend-in-high-frequency-data>`_
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- `Examples <https://github.com/microsoft/qlib/blob/main/examples/orderbook_data/>`_ to extract features form high-frequency data without fixed frequency.
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- `A paper <https://github.com/microsoft/qlib/tree/high-freq-execution#high-frequency-execution>`_ for high-frequency trading.
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