JackBenny39 / pyziabm
Zero Intelligence Agent-Based Model of Modern Limit Order Book
☆52Updated 7 years ago
Alternatives and similar repositories for pyziabm
Users that are interested in pyziabm are comparing it to the libraries listed below
Sorting:
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆106Updated 9 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Limit Order Book Implemented in Python☆93Updated 7 years ago
- finance☆43Updated 7 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆92Updated 4 years ago
- ☆35Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆63Updated 2 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- A Python module for market simulation☆23Updated 4 months ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Deep Q-Learning for Market Making☆122Updated 6 years ago
- High-frequency trading in a limit order book☆58Updated 6 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆65Updated 7 years ago
- Different quantitative trading models research☆52Updated 4 months ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Research Repo (Archive)☆73Updated 4 years ago
- Pair Trading Strategy using Machine Learning written in Python☆117Updated 3 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Pairs trading strategy example based on Catalyst☆48Updated 6 years ago
- A model for forecasting stock volatility☆22Updated 8 years ago
- Market Making / Stat Arb strategy☆61Updated 7 years ago
- Deep learning modelling of orderbooks☆95Updated 4 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆88Updated 9 months ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆75Updated 5 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- ☆49Updated 8 years ago