GitHub - anujpanwarma2024/Order-Book-Microstructure---Mini-Project: This project builds a supervised learning pipeline that predicts **short-horizon realized volatility** from raw order book snapshots. Three microstructure signals are engineered from tick data and aggregated into a regression-ready dataset. Methodologically grounded in **Liquidity Risk**

Branches Tags

Name		Name	Last commit message	Last commit date
Latest commit History 5 Commits
book_test.parquet/stock_id=0		book_test.parquet/stock_id=0
book_train.parquet		book_train.parquet
README_1.md		README_1.md
Realized_Volatility_Prediction___Mini_Project.pdf		Realized_Volatility_Prediction___Mini_Project.pdf
book_Test_and_Train (1).ipynb		book_Test_and_Train (1).ipynb
requirements2.txt		requirements2.txt

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This project builds a supervised learning pipeline that predicts **short-horizon realized volatility** from raw order book snapshots. Three microstructure signals are engineered from tick data and aggregated into a regression-ready dataset. Methodologically grounded in **Liquidity Risk**