Deep learning modelling of orderbooks
☆101Oct 8, 2020Updated 5 years ago
Alternatives and similar repositories for deep-orderbook
Users that are interested in deep-orderbook are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆91Mar 12, 2021Updated 5 years ago
- Fear and volatility in crypto markets☆14Dec 8, 2022Updated 3 years ago
- Transformers for limit order books☆121Aug 9, 2020Updated 5 years ago
- ☆209Mar 29, 2023Updated 3 years ago
- Transformers for limit order books☆13Jul 25, 2021Updated 4 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆552Jul 15, 2021Updated 4 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 3 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆38Oct 18, 2020Updated 5 years ago
- Backtesting tool on tick data☆11Jan 30, 2017Updated 9 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆34Dec 27, 2022Updated 3 years ago
- OpenAI Gym Environment for Low-Latency Trading☆19Jun 15, 2018Updated 7 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆148Dec 11, 2022Updated 3 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Apr 22, 2021Updated 4 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆11Aug 22, 2023Updated 2 years ago
- trend / momentum and other patterns in financial timeseries☆282Jun 27, 2021Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,244Aug 27, 2022Updated 3 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Sep 12, 2021Updated 4 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆256Apr 12, 2022Updated 3 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆73May 9, 2016Updated 9 years ago
- Deep Q-Learning Auto Market Maker☆12Jun 12, 2021Updated 4 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆568Sep 20, 2022Updated 3 years ago
- NordVPN Threat Protection Pro™ • AdTake your cybersecurity to the next level. Block phishing, malware, trackers, and ads. Lightweight app that works with all browsers.
- Limit Order Book data analysis and modeling using LSTM network☆137Mar 27, 2019Updated 7 years ago
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆947Jan 12, 2022Updated 4 years ago
- ☆143Dec 8, 2022Updated 3 years ago
- A decade of trend following returns in crypto-asset markets☆26Sep 20, 2020Updated 5 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Dec 11, 2018Updated 7 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆216Mar 23, 2021Updated 5 years ago
- Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…☆27Aug 5, 2022Updated 3 years ago
- Deep learning for limit order book trading and mid-price movement☆55Oct 20, 2020Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆99Mar 10, 2023Updated 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.
- Emergent Trading Strategies with DQN in Stock Market Trading This repository contains the implementation of a Deep Q-Network (DQN), appli…☆13Aug 8, 2023Updated 2 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 9 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆60Apr 6, 2023Updated 2 years ago
- Marketmaker trading strategy☆29Oct 14, 2016Updated 9 years ago
- Advancing in Financial Machine Learning☆16Feb 27, 2020Updated 6 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆73Jun 3, 2018Updated 7 years ago
- Apply different deep learning models to limit order book.☆12Mar 6, 2018Updated 8 years ago