high-frequency-analytics topic
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high-frequency-analytics repositories
VisualHFT
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VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics...
FF-G2M
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Code for AAAI 2023 (Oral) paper "Extracting Low-/High- Frequency Knowledge from Graph Neural Networks and Injecting it into MLPs: An Effective GNN-to-MLP Distillation Framework"