LeonardoBerti00 / DeepMarket
DeepMarket is a framework for performing Limit Order Book simulation with Deep Learning. This is also the official repository for the paper 'TRADES: Generating Realistic Market Simulations with Diffusion Models'.
☆32Updated last week
Alternatives and similar repositories for DeepMarket
Users that are interested in DeepMarket are comparing it to the libraries listed below
Sorting:
- Code to support my Master's thesis☆19Updated last year
- Pytorch implementation of TransLOB from Transformer for limit order books☆25Updated last year
- This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Stock Price Trend Prediction with L…☆44Updated this week
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆44Updated last year
- Benchmarking library for generative models of Limit Order Book data (LOBSTER)☆13Updated last month
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆56Updated 2 years ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆10Updated 9 months ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆54Updated 2 years ago
- ☆33Updated 2 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆75Updated last year
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆83Updated 4 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆43Updated last year
- Multi Task Learning Time Series Momentum☆21Updated 11 months ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆61Updated 2 years ago
- Transformers for limit order books☆13Updated 3 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆44Updated 9 months ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆122Updated last week
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆80Updated 2 years ago
- Hedging unsing Deep Reinforcement Learning and Deep Learning☆24Updated 4 years ago
- Alpha Agent: A Multi-Agent Based Framework for Alpha Research in Quantitative Investment☆26Updated 5 months ago
- ☆18Updated last month
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆158Updated 11 months ago
- ☆18Updated 8 years ago
- Official implementation of PRUDEX-Compass☆45Updated last year
- Statistical Jump Models in Python, with scikit-learn-style APIs☆69Updated 4 months ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆72Updated 10 months ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆47Updated 5 years ago
- Gerber robust statistics for portfolio optimization☆57Updated 2 years ago
- Blaze☆14Updated 3 years ago