JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading
☆56Oct 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:
- ☆30Mar 10, 2026Updated 3 months ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆142Mar 16, 2026Updated 3 months 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☆47Feb 5, 2026Updated 5 months ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- AI Agents on 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.
- 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