AndresRzCh / lob-cnn-traderView external linksLinks
Limit Order Book Convolutional Neural Network trading bot
☆14Jul 24, 2022Updated 3 years ago
Alternatives and similar repositories for lob-cnn-trader
Users that are interested in lob-cnn-trader are comparing it to the libraries listed below
Sorting:
- A collection of assignment submissions from the 2021/22 MSc Computational Finance Course.☆12Jan 3, 2023Updated 3 years ago
- Modern machine learning and statistical toolbox for financial researchers and practitioners☆12Jul 14, 2023Updated 2 years ago
- ☆38Nov 30, 2022Updated 3 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- ☆16Apr 6, 2022Updated 3 years ago
- Asynchronous driven quantitative trading framework.☆15May 14, 2023Updated 2 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆20Jun 10, 2023Updated 2 years ago
- Using reinforcement learning to make markets in the high frequency trading setting.☆23Apr 8, 2025Updated 10 months ago
- Robust Market Making via Adversarial Reinforcement Learning☆54Apr 24, 2020Updated 5 years ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 5 years ago
- 基于 TheNextQuant 的量化交易框架☆21Aug 14, 2022Updated 3 years ago
- ☆42May 27, 2021Updated 4 years ago
- Optimal high-frequency market making strategy☆27Nov 24, 2024Updated last year
- copy_to_huangtao☆11Dec 22, 2022Updated 3 years ago
- ☆12Apr 17, 2021Updated 4 years ago
- ☆11Oct 6, 2020Updated 5 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆27Aug 29, 2020Updated 5 years ago
- Python implementation of the paper 'Outcome-Adaptive Lasso: Variable Selection for Causal Inference'☆17Jul 17, 2020Updated 5 years ago
- PT_QuantBaseApi python version☆14Apr 21, 2019Updated 6 years ago
- ☆11Sep 6, 2023Updated 2 years ago
- This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …☆10Nov 30, 2022Updated 3 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- ☆16Feb 7, 2021Updated 5 years ago
- Symbolic sequence learning package☆12Dec 8, 2025Updated 2 months ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆14Nov 13, 2023Updated 2 years ago
- 期现套利☆13Apr 23, 2021Updated 4 years ago
- The Interactive Frontend Built for Aioquant.☆13May 11, 2022Updated 3 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- Publicly available Bots for trading on delta☆30May 1, 2019Updated 6 years ago
- 基于币安k线量化策略设计、简单回测、手动实盘☆34Jun 15, 2024Updated last year
- This is for the capstone project "Optimal Execution of a VWAP order".☆37Nov 21, 2019Updated 6 years ago
- ☆13May 21, 2019Updated 6 years ago
- [DMLR] Rethinking Symbolic Regression Datasets and Benchmarks for Scientific Discovery☆38Mar 5, 2024Updated last year
- Trading with ML on binance microstructure market data☆15Dec 29, 2023Updated 2 years ago
- LSTM stock prediction and backtesting☆14Jan 11, 2020Updated 6 years ago
- ☆13Nov 1, 2022Updated 3 years ago
- A log likelihood process for optimal entry / exit / stopping.☆14Jun 15, 2022Updated 3 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆99Jul 29, 2024Updated last year
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 2 years ago