Simulated markets based on Zero-Intelligence agent
☆19Jun 12, 2020Updated 5 years ago
Alternatives and similar repositories for Market-Agent-Simulation
Users that are interested in Market-Agent-Simulation 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 module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆30May 1, 2022Updated 4 years ago
- Python demo code for LOBSTER limit order book data☆13Dec 19, 2019Updated 6 years ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆22Mar 16, 2019Updated 7 years ago
- This software automatizes the estimation of Yang & Zhang's RV proxy for financial securities☆17Dec 7, 2023Updated 2 years ago
- A Python module for market simulation☆24Jan 11, 2025Updated last year
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Order Imbalance Trading Simulation R Code☆17Sep 9, 2019Updated 6 years ago
- Factor Risk Parity Portfolio Construction algorithm. Built during my Master's. final project. Backtested on the S&P500.☆11Sep 18, 2022Updated 3 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 6 years ago
- Apply different deep learning models to limit order book.☆12Mar 6, 2018Updated 8 years ago
- FractionalTransforms.jl: A Julia package aiming at providing fractional order transforms with high performance.☆16Jul 15, 2022Updated 3 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
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆12Nov 3, 2023Updated 2 years ago
- A Julia interface to the CoinbasePro API.☆36May 2, 2025Updated last year
- Obtain options data from Interactive Brokers (IBKR) API☆10Nov 11, 2022Updated 3 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Ad blocking VPN with DNS over HTTPS using cloudflared + pihole + WireGuard. Currently running on a Raspberry Pi 4 Docker Composed☆15Aug 29, 2020Updated 5 years ago
- ☆19Sep 6, 2024Updated last year
- ☆22Aug 21, 2025Updated 8 months ago
- Common Lisp Implementation of NeuroEvolution of Augmenting Topologies (NEAT)☆13Dec 7, 2016Updated 9 years ago
- A simple limit order book designed for crypto exchanges☆11May 21, 2021Updated 4 years ago
- How to port the Android emulator to an Android phone☆11Dec 1, 2025Updated 5 months ago
- A tutorial demonstrating how to implement deep learning models for time series forecasting☆12Jan 28, 2020Updated 6 years ago
- Processing and performing financial calculations on HFT data☆10Dec 19, 2018Updated 7 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Apr 9, 2020Updated 6 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Alpaca-based Order Book Inbalace Algorithm.☆12Jul 23, 2020Updated 5 years ago
- ☆11Mar 25, 2023Updated 3 years ago
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆11Jul 13, 2020Updated 5 years ago
- Order Book Events ReconstructiON from empirical data☆10Feb 16, 2023Updated 3 years ago
- Opinionated higher-order component for establishing ad-hoc stream-based unidirectional data flows☆10Sep 20, 2017Updated 8 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- A directory of the top business machine learning vendors☆16May 25, 2021Updated 4 years ago
- correlationMatrix is a Python powered library for the statistical analysis and visualization of correlations☆14Dec 17, 2024Updated last year
- Python package for a class of tractable SPDE models for limit order book modeling☆38Jun 20, 2021Updated 4 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Deribit API article code☆11Sep 4, 2022Updated 3 years ago
- Marketmaker trading strategy☆29Oct 14, 2016Updated 9 years ago
- AVL self-balancing tree written in pure Julia.☆15Feb 28, 2026Updated 2 months ago
- ☆11Nov 6, 2018Updated 7 years ago
- DiT (training + flow matching) in Jax☆11Jan 5, 2025Updated last year
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Dec 31, 2018Updated 7 years ago
- OpenAI gym environments for training RL Agents on @OpenBB-finance Data☆38Mar 8, 2023Updated 3 years ago