JackBenny39 / pyziabmLinks
Zero Intelligence Agent-Based Model of Modern Limit Order Book
☆53Updated 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
- finance☆43Updated 8 years ago
- Market Making / Stat Arb strategy☆63Updated 8 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆107Updated 9 years ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 5 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- Example of order book modeling.☆58Updated 6 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- Limit Order Book Implemented in Python☆97Updated 7 years ago
- High-frequency trading in a limit order book☆60Updated 6 years ago
- ☆35Updated 7 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆71Updated 9 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Backtest result archive for Momentum Trading Strategies☆61Updated 6 years ago
- Deep learning modelling of orderbooks☆97Updated 4 years ago
- List of portfolio management resources, using Reinforcement Learning.☆41Updated last year
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Pairs trading strategy example based on Catalyst☆49Updated 6 years ago
- Estimation of the lead-lag parameter from non-synchronous data.☆128Updated 4 months ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆29Updated 5 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆35Updated 2 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆42Updated 5 years ago
- Kelly Criterion calculation☆99Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆85Updated 2 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆52Updated 3 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆54Updated last week