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.

Fast_Algorithm_FPS_SSA

Implement F-DST to solve 2-D PDE(fast poisson solver) and FFT to compute Multiplication algorithm(Schönhage–Strassen algorithm) with C

Fast_Algorithm_FFT

Implement Cooley–Tukey FFT algorithm with C

EmpiricalAssetPricing