Limit Order Book Convolutional Neural Network trading bot
☆14Jul 24, 2022Updated 4 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A multi-factor investment strategy based on high frequency data and machine learning.☆11Feb 25, 2023Updated 3 years ago
- Legacy research experiment (2021): SAC autohedging / market-making environment. Paper-backed GPU training, not a current flagship.☆10Aug 23, 2026Updated 2 months ago
- ☆11Oct 6, 2020Updated 6 years ago
- ☆15Feb 7, 2021Updated 5 years ago
- Asynchronous driven quantitative trading framework.☆16May 14, 2023Updated 3 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- LSTM stock prediction and backtesting☆14Jan 11, 2020Updated 6 years ago
- Optimal high-frequency market making strategy☆32Nov 24, 2024Updated last year
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 6 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 6 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 3 years ago
- Predicting Crypto Trading Behavior with Social Emotion Detection☆12Dec 8, 2022Updated 3 years ago
- 基于 TheNextQuant 的量化交易框架☆21Aug 14, 2022Updated 4 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆57Apr 24, 2020Updated 6 years ago
- ☆12Apr 17, 2021Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Community version of quantitative backtesting framework☆13Nov 15, 2025Updated 11 months ago
- Source code for the course "Deep Reinforcement Learning for High-Frequency Trading" held at the Ukrainian Catholic University / Czech Tec…☆20Sep 11, 2022Updated 4 years ago
- Algo trading strategies implemented in python. In future along with rule based approaches, machine learning stragies are going to be inco…☆12Aug 21, 2022Updated 4 years ago
- ☆13May 21, 2019Updated 7 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 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
- 期现套利☆12Apr 23, 2021Updated 5 years ago
- Modern machine learning and statistical toolbox for financial researchers and practitioners☆13Jul 14, 2023Updated 3 years ago
- copy_to_huangtao☆11Dec 22, 2022Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- 一个基于机器学习的期货价格预测系统，使用Streamlit构建交互式Web界面，支持多种技术指标分析和智能预测。☆12Oct 1, 2025Updated last year
- This is for the capstone project "Optimal Execution of a VWAP order".☆42Nov 21, 2019Updated 6 years ago
- 众人的因子回测框架 stock factor test☆31Apr 18, 2026Updated 6 months ago
- Realtime Algorithmic Trading Using Deep Reinforcement Learning☆40Aug 6, 2026Updated 3 months ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 6 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆40Mar 30, 2024Updated 2 years ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆16Nov 13, 2023Updated 2 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆31Aug 29, 2020Updated 6 years ago
- Python implementation of the paper 'Outcome-Adaptive Lasso: Variable Selection for Causal Inference'☆17Jul 17, 2020Updated 6 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- The Interactive Frontend Built for Aioquant.☆13May 11, 2022Updated 4 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 10 years ago
- Trading with ML on binance microstructure market data☆15Dec 29, 2023Updated 2 years ago
- Neural Networks in Algotraiding☆25Nov 18, 2024Updated last year
- 基于币安k线量化策略设计、简单回测、手动实盘☆34Jun 15, 2024Updated 2 years ago
- Using reinforcement learning to make markets in the high frequency trading setting.☆31May 30, 2026Updated 5 months ago
- Time-Series Momentum Strategies☆13Jul 20, 2018Updated 8 years ago
Are these results useful?