Alternatives and similar repositories for Order_Book

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

• synaptseal / bitmex-algo
  High frequency trading algorithm for Bitmex
  ☆22Updated 5 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆35Updated 6 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆48Updated 8 years ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆43Updated 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
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆111Updated last year
• jwergieluk / ou_noise
  Ornstein-Uhlenbeck process simulators and estimators
  ☆32Updated 4 years ago
• dummydoo / Advanced-Algorithmic-Trading
  The book <Advanced Algorithmic Trading> and its source code
  ☆61Updated 7 years ago
• Davarco / AlgoBot
  An algorithmic trading robot written in Python.
  ☆28Updated 8 years ago
• RS2002 / Label-Unbalance-in-High-Frequency-Trading
  [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading
  ☆26Updated 8 months ago
• lorenzolucchese / deepOBs
  The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.
  ☆55Updated 2 years ago
• JDE65 / CustomLoss
  Custom Loss functions for asset return prediction with deep learning regression
  ☆36Updated 3 years ago
• BGasperov / drlformm
  This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…
  ☆66Updated 2 years ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆29Updated last month
• replacementAI / Finding-Alpha-with-AI
  A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI
  ☆19Updated 2 years ago
• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆36Updated 5 years ago
• FSUHeting / DL_LOB_Trading_and_MidPirce_Movement
  Deep learning for limit order book trading and mid-price movement
  ☆56Updated 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)
  ☆36Updated last year
• Hongshen-Yang / pair-trading-envs
  Cryptocurrency Trading with Reinforcement Learning based on Backtrader
  ☆46Updated 10 months ago
• qianyun210603 / qlib
  Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value …
  ☆17Updated 2 months ago
• Sakura-Fire-Capital / DoubleEnsembleML
  Blaze
  ☆16Updated 4 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆34Updated 4 years ago
• YJiangcm / improved_DeepLOB
  This repo contains my reimplementation and improvement of DeepLOB model.
  ☆32Updated 4 years ago
• wukan1986 / alpha_examples
  alpha投研示例
  ☆85Updated 2 months ago
• singhaniatanay / QuantFinance-Trading
  Quantative Trading, building a trading strategy by generating alpha, optimizing a portfolio.
  ☆19Updated 2 years ago
• AnsonCHOWcm / PairTrading_Copula_Backtrader
  This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…
  ☆22Updated 3 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆111Updated 7 years ago
• imTurkey / Market-Making-with-Deep-Reinforcement-Learning-from-Limit-Order-Books
  This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"
  ☆70Updated 2 years ago