S-razmi / DeepLOBLinks
DeepLOB Implementation on Bitcoin Perpetual Data
☆17Updated last year
Alternatives and similar repositories for DeepLOB
Users that are interested in DeepLOB are comparing it to the libraries listed below
Sorting:
- Pytorch implementation of TransLOB from Transformer for limit order books☆26Updated 2 years ago
- Article on using deep learning to extract order flow information from the limit order book and forecast directional moves☆11Updated last year
- This repo contains my reimplementation and improvement of DeepLOB model.☆29Updated 4 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆47Updated last year
- Deep learning for limit order book trading and mid-price movement☆53Updated 4 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆84Updated 4 years ago
- Code to support my Master's thesis☆20Updated last year
- High Frequency Trading Strategies☆48Updated 7 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆49Updated 5 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆43Updated 6 months ago
- ☆18Updated 8 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆66Updated last year
- 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 11 months ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆12Updated 2 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Updated 2 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Updated 4 years ago
- ☆14Updated 2 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆116Updated 2 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- High Frequency Jump Prediction Project☆37Updated 5 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆80Updated last year
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆15Updated 7 years ago
- Multi Task Learning Time Series Momentum☆22Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Deep learning models for high-frequency financial data (limited order book)☆19Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆60Updated 6 years ago