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midprice-prediction

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gustavo-marroig-arias / Microstructure-Signal

BTCUSDT top-of-book microstructure signal study for short-horizon event-time midprice direction prediction.

python time-series statistical-learning market-data logistic-regression quantitative-finance microstructure order-book online-learning market-microstructure binance top-of-book event-time btc-usdt midprice-prediction

Updated Jun 1, 2026
Python

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