Hi! Here's the readme file for the project.

HFT_FINAL.pdf - Final Report (Detailed README)

apply_fs.R - removes elminated feature from all the data

classifier.R & classifier_testing.R - contains classifier training & evaluation

extract_preds.R - make predictions for execution algos

fe.R - feature engineering file. Note that I played around with data used in hw3 in this file originally, so its creation time was before the start of my exam, but I did not start coding for the exam until the start.

fs.R - feature selection file

trading_engine_*.R - contains trading simulation

Best,
Shreyas