LeonardoBerti00 / TLOBLinks
This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Stock Price Trend Prediction with Limit Order Book Data.
β80Updated 5 months ago
Alternatives and similar repositories for TLOB
Users that are interested in TLOB are comparing it to the libraries listed below
Sorting:
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. π€πβ107Updated last year
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'β58Updated 2 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.β53Updated 2 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategiesβ83Updated last year
- β110Updated 9 months ago
- ππ¨ Deep Momentum Networks for Time Series Strategiesβ124Updated 5 years ago
- DeepMarket is a framework for performing Limit Order Book simulation with Deep Learning. This is also the official repository for the papβ¦β54Updated 2 months ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.β86Updated 4 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolioβ¦β129Updated 2 years ago
- β31Updated last year
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.β192Updated last year
- β129Updated last year
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networksβ118Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention networkβ86Updated 4 months ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assetsβ78Updated 10 months ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative finβ¦β49Updated 2 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limiβ¦β63Updated 2 years ago
- Official Implementation of SimStock : Representation Model for Stock Similaritiesβ84Updated last year
- Transformers for limit order booksβ116Updated 5 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"β68Updated 2 years ago
- β204Updated 2 years ago
- Pytorch implementation of TransLOB from Transformer for limit order booksβ27Updated 2 years ago
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemenβ¦β75Updated last week
- β37Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Scienceβ90Updated 2 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.β75Updated last year
- Cryptocurrency Trading with Reinforcement Learning based on Backtraderβ45Updated 9 months ago
- β53Updated 4 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierarβ¦β129Updated 2 years ago
- Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on β¦β13Updated 2 years ago