JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading
☆46Oct 22, 2023Updated 2 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:
- ☆26Mar 10, 2026Updated 2 weeks ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆139Mar 16, 2026Updated 2 weeks ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated last year
- A Battery Intraday Trading Engine, based on dynamic programming approximations, written in C++, wrapped for Python☆40Feb 5, 2026Updated last month
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- 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.
- ☆11Oct 6, 2020Updated 5 years ago
- ☆13Jul 11, 2022Updated 3 years ago
- ☆10Mar 16, 2022Updated 4 years ago
- ☆16May 12, 2023Updated 2 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 10 years ago
- The intraday seasonality of volatility and trading volume in the cryptocurrency market☆14Feb 17, 2025Updated last year
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆13Jan 11, 2023Updated 3 years ago
- Customize loss function by taking account of directional loss to make the LSTM model more applicable given limited resources☆16Jun 20, 2020Updated 5 years ago
- 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.
- Paper published in the Journal of Investment Management, co-authored with Sanjiv R. Das☆13Oct 4, 2017Updated 8 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 7 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆20Sep 29, 2023Updated 2 years ago
- Reinforcement learning environment for trading☆15Jan 27, 2018Updated 8 years ago
- Serverless Scraper for Cryptocurrency Order Book Data☆15Dec 8, 2022Updated 3 years ago
- Deep Q-Learning Auto Market Maker☆12Jun 12, 2021Updated 4 years ago
- A list (quite disorganized for now) of papers tackling the Bayesian estimation of Ito processes (and their discrete time version)☆16Jul 10, 2020Updated 5 years ago
- ☆152Jul 22, 2024Updated last year
- Python Program to predict Intra-day stocks☆12Oct 30, 2018Updated 7 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Benchmarking library for generative models of Limit Order Book data (LOBSTER)☆38Jan 27, 2026Updated 2 months ago
- A number of agents (PPO, MuZero) with a Perceiver-based NN architecture that can be trained to achieve goals in nethack/minihack environm…☆43Sep 19, 2022Updated 3 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆38Mar 30, 2024Updated 2 years ago
- Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.☆13Dec 8, 2022Updated 3 years ago
- Benchmarks for Multi-Objective Multi-Agent Decision Making☆120Oct 7, 2025Updated 5 months ago
- A minimal Pytorch Implementation of Stochastically Quantized Variational AutoEncoder (SQ-VAE) by Sony☆33Oct 16, 2023Updated 2 years ago
- ☆16May 4, 2021Updated 4 years ago
- CS446: Machine Learning in Spring 2018, UIUC☆15Aug 21, 2019Updated 6 years ago
- Constrained multivariate least-squares optimizer for scipy☆23Jan 26, 2016Updated 10 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Replication of https://ssrn.com/abstract=3984925☆54Mar 27, 2024Updated 2 years ago
- The Rational-Macro Agent Based Model. A Python (multi-agent) reinforcement learning interface of the "CATS" model.☆10Dec 30, 2024Updated last year
- High-performing deep learning trader on a multithreaded financial exchange simulation.☆21Mar 13, 2026Updated 2 weeks ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- A collection of assignment submissions from the 2021/22 MSc Computational Finance Course.☆12Jan 3, 2023Updated 3 years ago
- Apply different deep learning models to limit order book.☆12Mar 6, 2018Updated 8 years ago
- Implementation of the BERT model using LongNet☆10Mar 12, 2026Updated 2 weeks ago