LeonardoBerti00 / Axial-LOB-High-Frequency-Trading-with-Axial-Attention
Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'
☆51Updated last year
Alternatives and similar repositories for Axial-LOB-High-Frequency-Trading-with-Axial-Attention:
Users that are interested in Axial-LOB-High-Frequency-Trading-with-Axial-Attention are comparing it to the libraries listed below
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆75Updated 11 months ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆57Updated 11 months ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆82Updated 3 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆22Updated last year
- A financial trading method using machine learning.☆58Updated last year
- Custom Loss functions for asset return prediction with deep learning regression☆34Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated last year
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆39Updated last year
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆98Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆116Updated 4 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆71Updated 2 months ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆44Updated 4 years ago
- Deep Q-Learning Applied to Algorithmic Trading☆24Updated 4 months ago
- ☆47Updated 3 years ago
- ☆27Updated 2 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆36Updated last year
- Code to support my Master's thesis☆18Updated last year
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆36Updated last month
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆27Updated 10 months ago
- Deep learning for limit order book trading and mid-price movement☆49Updated 4 years ago
- Mean-Variance Optimization using DL (pytorch)☆30Updated 2 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆53Updated last year
- ☆46Updated 3 years ago
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆25Updated 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.☆141Updated 8 months ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆95Updated 9 months ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆32Updated last month
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆29Updated last year
- Time Series Prediction of Volume in LOB☆56Updated 10 months ago
- ☆21Updated last year