Deep learning models for high-frequency financial data (limited order book)
☆19Apr 2, 2019Updated 7 years ago
Alternatives and similar repositories for Deep_Learning_In_Limited_Order_Books
Users that are interested in Deep_Learning_In_Limited_Order_Books are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Processing and performing financial calculations on HFT data☆10Dec 19, 2018Updated 7 years ago
- ☆11Mar 19, 2018Updated 8 years ago
- The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using t…☆61Oct 12, 2021Updated 4 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Apr 24, 2020Updated 6 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Limit order book model with Poissonian order flow.☆10Jan 2, 2018Updated 8 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆38Oct 18, 2020Updated 5 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆49Apr 9, 2020Updated 6 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- 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
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Dec 8, 2022Updated 3 years ago
- Lab notebooks for Text Analytics☆16Apr 21, 2026Updated 4 months ago
- Limit Order Book data analysis and modeling using LSTM network☆137Mar 27, 2019Updated 7 years ago
- ☆147Dec 8, 2022Updated 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.
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆26Mar 10, 2018Updated 8 years ago
- Lab notebooks for Introduction to Text Analytics. Lab sheets will be added once the lab sessions have taken place.☆12Jul 12, 2023Updated 3 years ago
- Example of order book modeling.☆58Jun 18, 2019Updated 7 years ago
- Deep learning for price movement prediction using high frequency limit order data☆38Oct 8, 2018Updated 7 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆16Feb 8, 2018Updated 8 years ago
- ☆11Nov 6, 2018Updated 7 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Dec 31, 2018Updated 7 years ago
- Portfolio optimization and index tracking for the FTSE index using genetic algorithm☆13Jan 13, 2018Updated 8 years ago
- Deep learning for limit order book trading and mid-price movement☆54Oct 20, 2020Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆215Mar 29, 2023Updated 3 years ago
- Q-quant和因子投资实证汇总☆24Jul 5, 2021Updated 5 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Jun 22, 2016Updated 10 years ago
- Apply different deep learning models to limit order book.☆13Mar 6, 2018Updated 8 years ago
- Basic Limit Order Book functions☆23Apr 4, 2018Updated 8 years ago
- Order Book Analytics Database☆12Mar 31, 2020Updated 6 years ago
- The code for Fuzzy Investment Counselor (FIC) and Markowitz portfolio theory for stock investment☆14Sep 2, 2020Updated 5 years ago
- ☆12Mar 25, 2023Updated 3 years ago
- Use machine learning to trade bitcoin.☆10Jun 10, 2021Updated 5 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.
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 6 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 10 years ago
- A quantile dependent method to calculate the correlation between two series.☆20Oct 5, 2020Updated 5 years ago
- ☆13Mar 31, 2024Updated 2 years ago
- select stock automatically, trade manually☆12Jul 26, 2020Updated 6 years ago
- Collections of snippets for trading I find interesting☆28Jan 23, 2025Updated last year
- 高频交易系统结构☆17May 21, 2020Updated 6 years ago