Alternatives and similar repositories for Order_Book

Users that are interested in Order_Book are comparing it to the libraries listed below

• armoreal / hft
  High Frequency Trading Strategies
  ☆49Updated 8 years ago
• cortexorca / bitmex-algo
  High frequency trading algorithm for Bitmex
  ☆23Updated 5 years ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆44Updated 5 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆35Updated 5 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆39Updated 5 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆50Updated 5 years ago
• dummydoo / Advanced-Algorithmic-Trading
  The book <Advanced Algorithmic Trading> and its source code
  ☆60Updated 7 years ago
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆109Updated last year
• Davarco / AlgoBot
  An algorithmic trading robot written in Python.
  ☆28Updated 8 years ago
• jwergieluk / ou_noise
  Ornstein-Uhlenbeck process simulators and estimators
  ☆32Updated 3 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆32Updated 4 years ago
• lorenzolucchese / deepOBs
  The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.
  ☆52Updated 2 years ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆29Updated last week
• BGasperov / drlformm
  This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…
  ☆64Updated 2 years ago
• Neural-Finance / XGboost_Index-Enhancement-Strategy
  【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …
  ☆16Updated 2 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆71Updated 9 years ago
• FSUHeting / DL_LOB_Trading_and_MidPirce_Movement
  Deep learning for limit order book trading and mid-price movement
  ☆55Updated 4 years ago
• phonegapX / sustecher
  Alpha研究平台
  ☆21Updated 4 years ago
• chenhq / Data-Mining-on-BTC-Trading-Statistics
  Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…
  ☆22Updated 7 years ago
• JDE65 / CustomLoss
  Custom Loss functions for asset return prediction with deep learning regression
  ☆35Updated 2 years ago
• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆34Updated 5 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 4 years ago
• lcsrodriguez / optimalHFT
  HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
  ☆35Updated last year
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆43Updated 2 years ago
• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆79Updated 7 years ago
• YJiangcm / improved_DeepLOB
  This repo contains my reimplementation and improvement of DeepLOB model.
  ☆30Updated 4 years ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆58Updated 4 years ago
• Ray-0403 / HFT-using-Machine-Learning
  My first high-frequency trading strategy using machine learning
  ☆18Updated 3 years ago
• replacementAI / Finding-Alpha-with-AI
  A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI
  ☆18Updated 2 years ago
• xcycharles / stock
  stock
  ☆93Updated 4 years ago