Alternatives and similar repositories for deep-orderbook:

Users that are interested in deep-orderbook are comparing it to the libraries listed below

• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆77Updated last year
• jessgess / deep-learning-for-order-book-price-and-movement-predictions
  Limit Order Book data analysis and modeling using LSTM network
  ☆136Updated 6 years ago
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆58Updated 6 years ago
• theopenstreet / VPIN_HFT
  ☆113Updated 7 years ago
• yuxiangalvin / DeepLOB-Model-Implementation-Project
  This repo contains some codes and outputs of my implementation of DeepLOB model.
  ☆83Updated 4 years ago
• jwallbridge / translob
  Transformers for limit order books
  ☆111Updated 4 years ago
• miroblog / limit_orderbook_prediction
  ☆138Updated 2 years ago
• xhshenxin / Micro_Price
  ☆49Updated 4 years ago
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆129Updated 6 years ago
• orderbooktools / crobat
  Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
  ☆50Updated 3 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆80Updated 2 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 5 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆73Updated 4 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆117Updated 2 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆31Updated 3 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆93Updated 7 years ago
• hzjken / HFT-price-prediction
  A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
  ☆158Updated 5 years ago
• shaileshkakkar / MicroPriceIndicator
  This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…
  ☆69Updated 6 years ago
• zcakhaa / Multi-Horizon-Forecasting-for-Limit-Order-Books
  ☆199Updated 2 years ago
• Jeonghwan-Cheon / lob-deep-learning
  Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…
  ☆108Updated 2 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆124Updated last year
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆142Updated 2 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆92Updated 4 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆111Updated 11 years ago
• ragoragino / avellaneda-stoikov
  Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…
  ☆88Updated 7 years ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆56Updated 3 years ago
• tspooner / rmm.arl
  Robust Market Making via Adversarial Reinforcement Learning
  ☆51Updated 5 years ago
• WongYatChun / Advances-in-Financial-Machine-Learning
  Notes on Advances in Financial Machine Learning
  ☆79Updated 6 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆60Updated 2 years ago