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What features do you extract? #2

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shana9pm opened this issue Jul 5, 2018 · 0 comments
Open

What features do you extract? #2

shana9pm opened this issue Jul 5, 2018 · 0 comments

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@shana9pm
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shana9pm commented Jul 5, 2018 •
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I am very interested in the feature extraction part.I can see the plot of ask/bid price and their volume.But I just wonder what kind of feature you finally get? Or you just draw the plot to see the relationship of them?Can you give a simple explanation of this part?

Thanks a lot!
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