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I am working on High Frequency Trading/ Algorithmic trading. I have to simulate limit order book. Can anyone help me?
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Could anyone give me some links or articles that uses the machine learning, data mining or a pattern recognition in Algorithmic trading/ High frequency Trading? Limit Order book dynamics. I am...
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Order_number T_Calc_Time2013040100086600 09:16:342013040100146880 09:19:132013040100406920 09:35:302013040100893120 10:13:092013040100086600 10:15:142013040101906200...
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I have large data set(12 GB) in .dat format I have visualize the data for prediction. give me hints
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