Alternatives and similar repositories for trusted

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

• salbang / QuantTrading
  ☆43Updated last year
• youseonho / STOM_PUBLIC
  ☆27Updated 6 months ago
• gyusu / Policy_Gradient_ETF_Portfolio_Manager
  ETF Portfolio Manager using Policy Gradient (Reinforcement Learning)
  ☆20Updated 7 years ago
• BBieganowski / pymicrostructure
  ☆48Updated 10 months ago
• AJeanis / Pairs-Trading
  Pairs Trading in Python
  ☆23Updated 4 years ago
• guijinSON / Awesome-Deep-Hedging
  A curated list of resources dedicated to Deep Hedging
  ☆84Updated 2 years ago
• teranum / ls-openapi-samples
  LS증권 OpenApi 샘플
  ☆11Updated 2 months ago
• harvey1673 / mlfinlab
  ☆38Updated 3 years ago
• shaileshkakkar / MicroPriceIndicator
  This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…
  ☆70Updated 7 years ago
• JurajZelman / airl-market-making
  The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …
  ☆23Updated 7 months ago
• lucky7323 / tick_collector
  Binance Tick Data Collector
  ☆36Updated 3 years ago
• Jeonghwan-Cheon / lob-deep-learning
  Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…
  ☆116Updated 2 years ago
• yt-feng / VPIN
  Order flow toxicity; Volume-Synchronized Probability of Informed Trading
  ☆91Updated 11 months ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆74Updated 4 years ago
• Yeachan-Heo / NDFinance
  ☆33Updated 4 years ago
• issaz / signature-regime-detection
  Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…
  ☆34Updated 2 years ago
• miroblog / limit_orderbook_prediction
  ☆139Updated 2 years ago
• theopenstreet / VPIN_HFT
  ☆114Updated 7 years ago
• rubik / lobster
  A fast in-memory limit order book (LOB).
  ☆152Updated 2 years ago
• pfei-sa / binance-LOB
  Build your own historical Limit Order Book dataset
  ☆41Updated 4 years ago
• graceyangfan / nautilus_tutorial
  Examples of nautilus script
  ☆37Updated 6 months ago
• KodAgge / Reinforcement-Learning-for-Market-Making
  Using tabular and deep reinforcement learning methods to infer optimal market making strategies
  ☆204Updated 2 years ago
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆127Updated 2 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆92Updated 4 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆127Updated 2 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆49Updated 5 years ago
• imTurkey / Market-Making-with-Deep-Reinforcement-Learning-from-Limit-Order-Books
  This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"
  ☆62Updated 2 years ago
• xhshenxin / Micro_Price
  ☆50Updated 4 years ago
• kieranjwood / x-trend
  X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
  ☆80Updated last year
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆59Updated 6 years ago