This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of agents on measures such as volatility, profits and more.
☆30May 1, 2022Updated 3 years ago
Alternatives and similar repositories for orderGenerator
Users that are interested in orderGenerator are comparing it to the libraries listed below
Sorting:
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆23Mar 16, 2019Updated 6 years ago
- Estimate dynamic high-order correlations in multivariate timeseries data☆42Jul 9, 2025Updated 7 months ago
- An Agent-Based Financial Platform. See how evolve agents in a realistic double auction order book☆12Jun 21, 2022Updated 3 years ago
- Collection of business analytics case studies that leverage data science methods to create business value (R and Python)☆12Jul 12, 2019Updated 6 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Apr 6, 2020Updated 5 years ago
- Simulated markets based on Zero-Intelligence agent☆19Jun 12, 2020Updated 5 years ago
- Cross Thread Message Pipe☆18Dec 25, 2019Updated 6 years ago
- SciFin is a python package for Science & Finance.☆11Oct 25, 2020Updated 5 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆120May 3, 2024Updated last year
- ☆11Mar 25, 2023Updated 2 years ago
- Collections of snippets for trading I find interesting☆28Jan 23, 2025Updated last year
- A tutorial demonstrating how to implement deep learning models for time series forecasting☆12Jan 28, 2020Updated 6 years ago
- Time Alignment Measurement for Time Series☆30Jul 6, 2022Updated 3 years ago
- Zero Intelligence Agent-Based Model of Modern Limit Order Book☆54Feb 5, 2018Updated 8 years ago
- Photometric Detrending Algorithm☆13Aug 13, 2019Updated 6 years ago
- A directory of the top business machine learning vendors☆16May 25, 2021Updated 4 years ago
- Order Book Analytics Database☆12Mar 31, 2020Updated 5 years ago
- Multihreaded 64 bit c++ files for processing numba arrays☆17Apr 23, 2024Updated last year
- Trading platform for high frequency data☆15Nov 12, 2014Updated 11 years ago
- Python library for shrinkage cleaning of large correlation matrices.☆14Mar 7, 2024Updated last year
- Bristol Stock Exchange, Version 2: a simulation of a contemporary limit-order-book financial exchange.☆25Oct 21, 2019Updated 6 years ago
- Detecting critical transitions in financial networks with topological data analysis.☆16Mar 12, 2019Updated 6 years ago
- My work on UCSD CSE 250B Principles of Artificial Intelligence: Learning Algorithms☆13Jul 24, 2019Updated 6 years ago
- Numba-accelerated statistical distributions☆67Jan 5, 2026Updated last month
- High-Performance Kalman Filtering and Smoothing in Python☆16Feb 1, 2025Updated last year
- Notebooks based on financial machine learning.☆15Nov 21, 2022Updated 3 years ago
- List of quantitative programming problems and solutions (most of them are from the algorithms section of Quant Job Q&A by Mark Joshi and …☆21Mar 28, 2024Updated last year
- Random Forest-based "Correlation" measures☆15May 3, 2022Updated 3 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆13Dec 8, 2022Updated 3 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆34May 28, 2021Updated 4 years ago
- Rank-To-Group score evaluates contribution of confounding factors☆22Nov 3, 2021Updated 4 years ago
- Java library for high frequency portfolio analysis, intraday backtesting and optimization☆20Dec 1, 2016Updated 9 years ago
- Advanced Text Analytics for Business☆15Mar 9, 2018Updated 7 years ago
- Generate synthetic time-series using generative adversarial networks. Functional end-to-end system for dataset generation, model registry…☆19Aug 19, 2022Updated 3 years ago
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Feb 25, 2021Updated 5 years ago
- Multivariate Multi Step Time Series modelling : Predicting the re-rise of bitcoin prices using RNN and optimising the model using GRU and…☆18Feb 15, 2021Updated 5 years ago
- Tool for developing, testing and trading strategies.☆19Dec 27, 2022Updated 3 years ago
- Motif-Aware State Assignment in Noisy Time Series Data☆23Oct 21, 2020Updated 5 years ago
- Work for Mastering Large Datasets with Python☆20Dec 8, 2022Updated 3 years ago