Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morgan AI Research, 2019)>.
☆12Aug 22, 2023Updated 2 years ago
Alternatives and similar repositories for lob-world-models
Users that are interested in lob-world-models are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- DeepLOB Implementation on Bitcoin Perpetual Data☆32Aug 7, 2023Updated 2 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆19Sep 5, 2025Updated 10 months ago
- OCET, torch, transformers, DeepLOB,limit-order-books☆10Dec 6, 2022Updated 3 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆158Dec 11, 2022Updated 3 years ago
- ☆28May 1, 2025Updated last year
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Pytorch implementation of TransLOB from Transformer for limit order books☆30May 25, 2023Updated 3 years ago
- MeatPy☆36Updated this week
- My implementation of "Build a Stock-Tracking CLI with Async Streams in Rust" - The Actor Model☆10Sep 20, 2024Updated last year
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 6 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Apr 22, 2021Updated 5 years ago
- This project is the Pytorch implementation version of State Frequency Memory Recurrent Network.☆10Sep 15, 2018Updated 7 years ago
- ☆21Jul 9, 2023Updated 3 years ago
- ☆12Sep 1, 2024Updated last year
- This is the repository for the Models of Sequence Data 2020 Edition for the project DeepFolio☆16Dec 17, 2020Updated 5 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- ☆10Nov 24, 2020Updated 5 years ago
- The Compositionality article class.☆14Mar 16, 2026Updated 4 months ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated last year
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆17Nov 10, 2021Updated 4 years ago
- Convert json descriptions of quant algorithms to verilog HDL.☆15Jul 3, 2020Updated 6 years ago
- ☆15Jan 13, 2020Updated 6 years ago
- Accepted at AAAI 25 Workshop Long Research Paper☆30Jun 6, 2025Updated last year
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆17Nov 20, 2020Updated 5 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- ☆12Jun 9, 2020Updated 6 years ago
- Quantitative Finance & Algorithmic Trading in Python course of Udemy☆13Nov 14, 2017Updated 8 years ago
- A library for Time Series EDA (exploratory data analysis)☆73Aug 11, 2024Updated last year
- Deep learning approach for market price prediction, in JAX☆61May 20, 2024Updated 2 years ago
- Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Myklan…☆17May 6, 2024Updated 2 years ago
- Пример проекта по распознаванию лиц с CUDA-ускорением. Включает скрипты для автоматической сборки dlib и анализа видео на GPU☆15Aug 19, 2025Updated 11 months ago
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆39Dec 14, 2025Updated 7 months ago
- MATLAB code to produce results and figures in the paper "Stochastic Optimal Control of Pairs Trading Strategies with Absolute and Relativ…☆15Jun 1, 2018Updated 8 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆15Aug 27, 2023Updated 2 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Repository for market making ideas☆45Apr 26, 2024Updated 2 years ago
- Open-source asset-liability model.☆27Jul 12, 2026Updated 2 weeks ago
- Shared Access Scripts on QLua (for a trading terminal Quik)☆19May 15, 2024Updated 2 years ago
- [deprecated] U.S. public financial analysis tools using pandas.☆15Jan 8, 2022Updated 4 years ago
- An extension for the API of Binance (https://www.binance.com/)☆15Oct 11, 2021Updated 4 years ago
- Collect orderbook data from crypto exchanges and publish as GRPC☆13Jun 19, 2022Updated 4 years ago
- ☆16Oct 29, 2025Updated 8 months ago