Alternatives and similar repositories for jax-lob

Users that are interested in jax-lob are comparing it to the libraries listed below

• KangOxford / AlphaTrade
  JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading
  ☆124Updated this week
• JJJerome / rl4mm
  A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make m…
  ☆31Updated 2 years ago
• sebjai / robust-risk-aware-rl
  Some implementations from the paper robust risk aware reinforcement learning
  ☆35Updated 3 years ago
• msabvid / Deep-PPDE
  Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options
  ☆35Updated 3 years ago
• acoache / RL-DynamicConvexRisk
  Python code to perform risk-sensitive Reinforcement Learning with dynamic convex risk measures
  ☆23Updated last year
• justinhou95 / NeuralHedge
  Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
  ☆14Updated 9 months ago
• oskarimikkila / Empirical-Deep-Hedging
  ☆15Updated 2 years ago
• imanolperez / market_simulator
  Market simulator
  ☆60Updated 4 years ago
• msabvid / robust_nsde
  Robust pricing and hedging via Neural SDEs
  ☆36Updated 3 years ago
• YukiYasuda2718 / rl-bsmodel-with-costs
  Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…
  ☆21Updated 5 years ago
• felixpatzelt / priceprop
  Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.
  ☆24Updated 7 years ago
• RS2002 / Label-Unbalance-in-High-Frequency-Trading
  Official Repository for The Technical Report, Label Unbalance in High-frequency Trading
  ☆19Updated 3 months ago
• juliansester / Deep-Arbitrage
  Neural networks can detect model-free arbitrage static strategies
  ☆16Updated last year
• kaaaylaaa / causality-based-trading
  ☆20Updated 7 months ago
• cvxgrp / cov_pred_finance
  ☆67Updated last week
• peernagy / LOBS5
  ☆18Updated 2 months ago
• KotiJaddu / Masters-Project
  Code to support my Master's thesis
  ☆20Updated last year
• fschur / Deep-Reinforcement-Learning-for-Hedging
  Hedging unsing Deep Reinforcement Learning and Deep Learning
  ☆25Updated 4 years ago
• alexandrecarbonneau / Equal-risk-pricing-with-deep-hedging
  This notebook presents an example of the equal risk pricing framework with deep hedging from my paper Carbonneau, A. and Godin, F. (2020)…
  ☆15Updated 3 years ago
• TradeMaster-NTU / PRUDEX-Compass
  Official implementation of PRUDEX-Compass
  ☆47Updated 2 years ago
• LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABL
  Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series
  ☆12Updated 10 months ago
• coverdrive / technical-documents
  Technical documents on a variety of topics, created for the purpose of learning
  ☆39Updated 2 months ago
• lorenzolucchese / deepOBs
  The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.
  ☆47Updated last year
• sauxpa / Quant
  Quant finance scripts
  ☆16Updated 2 months ago
• rotmanfinhub / gamma-vega-rl-hedging
  ☆35Updated last year
• trality / fire
  FInancial REinforcement learning
  ☆31Updated 2 years ago
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆51Updated 2 years ago
• WenhangBao / Multi-Agent-RL-for-Liquidation
  Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis
  ☆58Updated 6 years ago
• bakalex / autohedger
  Paper: https://arxiv.org/pdf/2008.12275.pdf
  ☆26Updated 4 years ago
• anh-tong / sigformer
  SigFormer: Signature Transformer for Deep Hedging (ICAIF 2023)
  ☆17Updated last year