RS2002 / Label-Unbalance-in-High-Frequency-TradingLinks
[Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading
☆25Updated 6 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.☆53Updated 2 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆12Updated 2 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆27Updated 2 years ago
- ☆36Updated 4 months ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆35Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 2 years ago
- Code to support my Master's thesis☆21Updated 2 years ago
- quantitative investment; genetic algorithm; data mining☆23Updated last year
- High frequency trading algorithm for Bitmex☆23Updated 5 years ago
- ☆50Updated 8 months ago
- High-performing deep learning trader on a multithreaded financial exchange simulation.☆18Updated last week
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago
- High Frequency Jump Prediction Project☆39Updated 5 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆30Updated 4 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆35Updated 2 years ago
- Deep learning for limit order book trading and mid-price movement☆55Updated 4 years ago
- ☆33Updated 9 months ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆45Updated 9 months 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☆12Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆85Updated 4 months ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆63Updated 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
- The source code for the paper☆24Updated 2 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆84Updated last year
- ☆19Updated 5 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆25Updated last year
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Updated 3 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 5 years ago
- A Higher-order HMM with EM algo.☆16Updated 3 years ago