Macosh / Order_BookLinks
Simulator of a basic order book flow and order execution
☆18Updated 2 years ago
Alternatives and similar repositories for Order_Book
Users that are interested in Order_Book are comparing it to the libraries listed below
Sorting:
- High frequency trading algorithm for Bitmex☆22Updated 5 years ago
- High Frequency Jump Prediction Project☆39Updated 5 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- Literature survey of order execution strategies implemented in python☆43Updated 5 years ago
- An algorithmic trading robot written in Python.☆28Updated 8 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆35Updated 6 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Updated 5 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆111Updated last year
- Ornstein-Uhlenbeck process simulators and estimators☆32Updated 4 years ago
- The book <Advanced Algorithmic Trading> and its source code☆61Updated 7 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆26Updated 8 months ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆55Updated 2 years ago
- 基于聚宽平台,探索分钟级的高频交易☆36Updated 5 years ago
- 基于基因表达式规划算法的因子挖掘☆34Updated 4 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆36Updated last year
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Updated 4 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆67Updated 2 years ago
- Deep learning for limit order book trading and mid-price movement☆55Updated 5 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆46Updated 11 months ago
- Trend Prediction for High Frequency Trading☆43Updated 3 years ago
- Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value …☆17Updated 3 months ago
- Implementation of algorithmic trading using reinforcement learning.☆30Updated 5 years ago
- 众人的因子回测框架 stock factor test☆30Updated last week
- stock☆95Updated 4 years ago
- FSRL:Financial Strategy Reinforcement Learning.🔥股市量化多策略动态切换方法☆25Updated 10 months ago
- 多因 子模型相关☆23Updated 4 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆20Updated 2 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆36Updated 3 years ago
- lightweight backtester☆30Updated 6 months ago
- alpha投研示例☆87Updated 3 months ago