JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading
☆64Oct 22, 2023Updated 3 years ago
Alternatives and similar repositories for jax-lob
Users that are interested in jax-lob are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆32Mar 10, 2026Updated 7 months ago
- GPU-Accelerated Multi-Agent Reinforcement Learning for High-Frequency Trading☆70May 26, 2026Updated 5 months ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆148Mar 16, 2026Updated 7 months ago
- ☆175Jul 22, 2024Updated 2 years ago
- Benchmarking library for generative models of Limit Order Book data (LOBSTER)☆46Jan 27, 2026Updated 9 months ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Limit Order Book Convolutional Neural Network trading bot☆14Jul 24, 2022Updated 4 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆259May 31, 2024Updated 2 years ago
- Apply different deep learning models to limit order book.☆13Mar 6, 2018Updated 8 years ago
- pylambertw - sklearn interface to analyze and gaussianize heavy-tailed, skewed data☆16Apr 15, 2024Updated 2 years ago
- ☆10Nov 23, 2025Updated 11 months ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 3 years ago
- Stock price direction prediction by tensorflow keras☆10Dec 17, 2019Updated 6 years ago
- Optimal high-frequency market making strategy☆32Nov 24, 2024Updated last year
- ABIDES: Agent-Based Interactive Discrete Event Simulation☆587Jul 6, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Black-Box Inference foR Differentiable Simulators☆23Nov 11, 2024Updated last year
- Intraday volatility estimation using High-Frequency Financial Data☆13Apr 1, 2023Updated 3 years ago
- mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…☆181Jan 8, 2024Updated 2 years ago
- A news based stock scalper using LLM and quant approach☆15Jan 16, 2025Updated last year
- The agent-built terminal harness behind GPT 6 Astra's NetHack 3.6.7 ascension☆18Sep 21, 2026Updated last month
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆259Jun 29, 2023Updated 3 years ago
- Constrained multivariate least-squares optimizer for scipy☆23Jan 26, 2016Updated 10 years ago
- ☆22Jun 17, 2026Updated 4 months ago
- Time Series Prediction of Volume in LOB☆61Apr 17, 2024Updated 2 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Notebooks based on financial machine learning.☆17Nov 21, 2022Updated 3 years ago
- Lightweight Python package for generating classification intervals in binary classification tasks using Pearson residuals and conformal p…☆26Feb 20, 2026Updated 8 months ago
- Replication of https://ssrn.com/abstract=3984925☆57Mar 27, 2024Updated 2 years ago
- 期现套利☆12Apr 23, 2021Updated 5 years ago
- An end-to-end stock factors mining neural network framework.☆60Jun 27, 2023Updated 3 years ago
- ☆11Oct 6, 2020Updated 6 years ago
- Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector …☆16Feb 28, 2023Updated 3 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 7 years ago
- ☆16Apr 21, 2025Updated last year
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Official implementation of paper 'DiffLOB: Diffusion Models for Counterfactual Generation in Limit Order Books'☆14Jul 13, 2026Updated 3 months ago
- Co-pricing factor zoo☆18Apr 13, 2026Updated 6 months ago
- PyTorch-based framework for Deep Hedging☆369Aug 30, 2024Updated 2 years ago
- Simple Trading strategy based on estimating trend reversal unsing genetic programming and directional changes☆11Jun 12, 2021Updated 5 years ago
- Legacy research experiment (2021): SAC autohedging / market-making environment. Paper-backed GPU training, not a current flagship.☆10Aug 23, 2026Updated 2 months ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆87Nov 23, 2023Updated 2 years ago
- ☆11Mar 16, 2022Updated 4 years ago