RS2002 / Label-Unbalance-in-High-Frequency-TradingLinks
[Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading
☆28Updated 10 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:
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆59Updated 2 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 3 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Updated 2 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- Code to support my Master's thesis☆22Updated 2 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆36Updated 3 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆36Updated 6 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Updated 4 years ago
- Blaze☆17Updated 4 years ago
- High-performing deep learning trader on a multithreaded financial exchange simulation.☆21Updated last month
- Deep learning for limit order book trading and mid-price movement☆55Updated 5 years ago
- ☆19Updated 5 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆29Updated 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 last year
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆59Updated 2 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆27Updated 5 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆33Updated 2 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
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago
- Accepted at WWW 25 Industrial Track (oral)☆16Updated 7 months ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆46Updated last year
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Updated 5 years ago
- High frequency trading algorithm for Bitmex☆22Updated 5 years ago
- The source code for the paper☆25Updated 2 years ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆13Updated last year
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Updated 4 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆50Updated 2 years ago
- A Higher-order HMM with EM algo.☆16Updated 3 years ago
- Vpin caculation and backtesting☆14Updated 6 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago