Alternatives and similar repositories for Price_Prediction_LOB

Users that are interested in Price_Prediction_LOB are comparing it to the libraries listed below

• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆110Updated 7 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆43Updated 2 years ago
• ksemianov / TradingGym
  OpenAI Gym Environment for Low-Latency Trading
  ☆18Updated 7 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆32Updated 4 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆103Updated 6 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆57Updated 6 years ago
• mfrdixon / dq-MM
  Deep Q-Learning for Market Making
  ☆127Updated 7 years ago
• yc3566 / Optimal-Trade-Execution-Algorithm-Market-Impact-Model
  2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)
  ☆18Updated 5 years ago
• FSUHeting / DL_LOB_Trading_and_MidPirce_Movement
  Deep learning for limit order book trading and mid-price movement
  ☆56Updated 5 years ago
• tspooner / rmm.arl
  Robust Market Making via Adversarial Reinforcement Learning
  ☆52Updated 5 years ago
• Weichong515 / Algo-Trading-14
  Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm
  ☆15Updated 6 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆72Updated 9 years ago
• YINDAIYING / Deep-Robust-Statistical-Arbitrage
  This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…
  ☆69Updated last year
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆39Updated 5 years ago
• AntoBr96 / CNN-LSTM_Limit_Order_Book
  This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …
  ☆35Updated 5 years ago
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆31Updated 4 years ago
• Hongtao-Lin / HFT-Prediction
  Machine learning approach to high frequency trading, MLP & RNN used
  ☆22Updated 9 years ago
• xhshenxin / Micro_Price
  ☆53Updated 4 years ago
• cankav / smobd
  Replication of A Stochastic Model for Order Book Dynamics by Cont, Stoikov, and Talreja, 2010
  ☆21Updated 6 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆48Updated 8 years ago
• mselser95 / optimal-market-making
  Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"
  ☆28Updated 4 years ago
• Globe-Research / deep-orderbook
  Deep learning modelling of orderbooks
  ☆101Updated 5 years ago
• Gaochenyin / Quantative-Trading-Models
  These are trading results and arbitrage models from Southern China Center for Statistical Science (SC2S2), Sun Yat-sen University
  ☆22Updated 6 years ago
• miroblog / limit_orderbook_prediction
  ☆142Updated 2 years ago
• alanfu / GammaScalping
  Gamma Scalping Trading Strategies
  ☆22Updated 9 years ago
• bartchr808 / Quantopian_Pairs_Trader
  Quantopian Pairs Trading algorithm implementation.
  ☆64Updated 8 years ago
• joomong / HFT-Research
  Optimal high-frequency market making strategy
  ☆24Updated 11 months ago
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆59Updated 6 years ago
• englianhu / Quant-Strategies-HFT
  source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html
  ☆38Updated 7 years ago
• alexbotsula / XTX_Challenge
  Models and programs developed as part of XTX Forecastin Challenge 2019
  ☆27Updated 2 years ago