Alternatives and similar repositories for recurrent-autoencoder

Users that are interested in recurrent-autoencoder are comparing it to the libraries listed below

• Globe-Research / deep-orderbook
  Deep learning modelling of orderbooks
  ☆102Updated 5 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆110Updated 7 years ago
• AntonVonGolub / Code
  Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''
  ☆114Updated 8 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆68Updated 8 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆195Updated 5 years ago
• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆135Updated 7 years ago
• jessgess / deep-learning-for-order-book-price-and-movement-predictions
  Limit Order Book data analysis and modeling using LSTM network
  ☆137Updated 6 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 12 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆97Updated 2 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆97Updated 5 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pairs Trading with Machine Learning on Distributed Python Platform
  ☆125Updated 3 years ago
• srome / pybacktester
  An event-based backtester written in Python for algorithmic trading.
  ☆43Updated 8 years ago
• ghgr / HFT_Bitcoin
  Analysis of High Frequency Trading on Bitcoin exchanges
  ☆169Updated 8 years ago
• decisivealpha / DecisiveML
  Machine learning end-to-end research and trade execution
  ☆100Updated 5 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 7 years ago
• BananaHamm / Equity_StatArb
  Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee
  ☆25Updated 7 years ago
• mmargenot / machine-learning-market-maker
  Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das
  ☆107Updated 10 years ago
• cvxgrp / vwap_opt_exec
  Volume Weighted Average Price Optimal Execution
  ☆42Updated 6 years ago
• zcakhaa / Multi-Horizon-Forecasting-for-Limit-Order-Books
  ☆209Updated 2 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆155Updated 3 years ago
• englianhu / Quant-Strategies-HFT
  source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html
  ☆38Updated 7 years ago
• Apress / testing-and-tuning-market-trading-systems
  Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters
  ☆112Updated 7 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆57Updated 2 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆60Updated last year
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆47Updated 9 years ago
• alpha-miner / alpha-mind
  quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…
  ☆237Updated 3 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆102Updated 6 years ago
• tr8dr / tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆276Updated 4 years ago
• bradleyboyuyang / Optimal-Hedging
  Delta hedging under SABR model
  ☆44Updated last year
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆38Updated 4 years ago