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'.
☆76Jan 27, 2026Updated 3 months ago
Alternatives and similar repositories for DeepMarket
Users that are interested in DeepMarket are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit O…☆142Feb 24, 2026Updated 2 months ago
- Benchmarking library for generative models of Limit Order Book data (LOBSTER)☆38Jan 27, 2026Updated 3 months ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆18Sep 5, 2025Updated 8 months ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated last year
- OCET, torch, transformers, DeepLOB,limit-order-books☆10Dec 6, 2022Updated 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.
- Python functionality for getting different data from Bloomberg: prices, implied volatilities, fundamentals☆17Updated this week
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Apr 8, 2020Updated 6 years ago
- Pairs Trading using Unsupervised Clustering and Deep Reinforcement Learning☆11Aug 19, 2023Updated 2 years ago
- ☆28Mar 10, 2026Updated last month
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆15Aug 28, 2022Updated 3 years ago
- [AAAI'23] FinalMLP: An Enhanced Two-Stream MLP Model for CTR Prediction https://arxiv.org/abs/2304.00902☆11Apr 9, 2023Updated 3 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆221Mar 23, 2021Updated 5 years ago
- Using DeepBSDE solver to price/hedge options & optimize portfolios under Black-Scholes, Heston and multiscale models.☆18Mar 20, 2020Updated 6 years ago
- ☆156Jul 22, 2024Updated last year
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- ☆31Oct 13, 2023Updated 2 years ago
- ☆210Mar 29, 2023Updated 3 years ago
- Pairs Trading in Python☆28Apr 25, 2021Updated 5 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.☆232May 31, 2024Updated last year
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆11Aug 22, 2023Updated 2 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆46Jan 9, 2025Updated last year
- Blaze☆17Jun 19, 2021Updated 4 years ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆174Jul 2, 2024Updated last year
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.☆23Jan 20, 2022Updated 4 years ago
- A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging☆12Jan 27, 2018Updated 8 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆151Dec 11, 2022Updated 3 years ago
- Apple's Cut Cross Entropy☆31Jan 19, 2025Updated last year
- Counterfactual Explanations for Time Series Forecasting (ICDM 2023)☆16Feb 14, 2024Updated 2 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆17Nov 20, 2020Updated 5 years ago
- ML Application of Algorithmic Trading☆23Oct 16, 2021Updated 4 years ago
- Quantitative Finance & Algorithmic Trading in Python course of Udemy☆13Nov 14, 2017Updated 8 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆29May 25, 2023Updated 2 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Code to support my Master's thesis☆22Sep 10, 2023Updated 2 years ago
- Modular backtesting tools (Python)☆14Aug 18, 2025Updated 8 months ago
- ☆33May 20, 2024Updated last year
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Feb 25, 2025Updated last year
- ☆25May 1, 2025Updated last year
- Codes and data for KDD 2026 paper "Can LLM-based Financial Investing Strategies Outperform the Market in Long Run?".☆41Apr 11, 2026Updated 3 weeks ago
- track golang trending in github☆22Updated this week