RS2002 / Label-Unbalance-in-High-Frequency-TradingLinks
[Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading
☆24Updated 5 months ago
Alternatives and similar repositories for Label-Unbalance-in-High-Frequency-Trading
Users that are interested in Label-Unbalance-in-High-Frequency-Trading are comparing it to the libraries listed below
Sorting:
- Blaze☆15Updated 4 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆52Updated 2 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆44Updated 8 months ago
- quantitative investment; genetic algorithm; data mining☆21Updated last year
- High frequency trading algorithm for Bitmex☆23Updated 5 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆35Updated 5 years ago
- ☆49Updated 7 months ago
- Custom Loss functions for asset return prediction with deep learning regression☆35Updated 2 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆57Updated 2 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆11Updated 2 years ago
- The source code for the paper☆24Updated 2 years ago
- ☆105Updated 8 months ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆14Updated 5 years ago
- High Frequency Jump Prediction Project☆39Updated 5 years ago
- Deep learning for limit order book trading and mid-price movement☆55Updated 4 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 2 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 5 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆30Updated 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…☆64Updated 2 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 8 months ago
- ☆42Updated 2 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆67Updated 2 years ago
- A Higher-order HMM with EM algo.☆16Updated 3 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 4 years ago
- Applying the Trading Deep Q-Network algorithm (TDQN) on shares in the hydrogen sector.☆11Updated 4 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆26Updated 2 years ago
- ☆36Updated 3 months ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆86Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Updated 3 years ago