LOB Prediction
Limit order book prediction for the Predictorium competition using market microstructure modeling and ML.
Python Market Microstructure ML
What We’re Building
| Type | Competition entry |
| Competition | Predictorium (Wunderfund) ↗ |
| Focus | Limit Order Book prediction |
| Data | Provided LOB market data |
Skills / Want to Learn
Market Microstructure Order Book Dynamics Feature Engineering Deep Learning