Multidimensional LSTM for High-Frequency Time Series
☆25Aug 9, 2022Updated 3 years ago
Alternatives and similar repositories for Multi-LSTM
Users that are interested in Multi-LSTM are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- HFT based application that work with Akela Connectivity for NYSE.☆19Jun 22, 2017Updated 9 years ago
- Simple Market Simulator implementation for HFT stress testing☆31Jun 9, 2013Updated 13 years ago
- Inspired by Hillebrand & Medeiros (2009) and Corsi (2009), I put neural networks in a High frequency environment, and tested the performa…☆18Sep 11, 2020Updated 5 years ago
- TradR.fun is a free and opensource cryptocurrency price signal prediction application.☆18Feb 15, 2026Updated 5 months ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆21Sep 6, 2024Updated last year
- 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.
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆26Jan 16, 2018Updated 8 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆188Sep 28, 2019Updated 6 years ago
- L3 Order Book and Matching Engine Implementaion in Java☆31Aug 5, 2021Updated 4 years ago
- funds are the future!☆21Jul 6, 2021Updated 5 years ago
- World Quant University Capstone Project - Swing Trading☆14Jun 22, 2022Updated 4 years ago
- Limit Order Book Implemented in Python☆103Jan 3, 2018Updated 8 years ago
- A PyTorch implementation of QuantNet: transferring learning across systematic trading strategies.☆15Jul 12, 2025Updated last year
- Hex editor for the terminal☆16Sep 11, 2020Updated 5 years ago
- Database for crypto data, supporting several exchanges. Can be used for TA, bots, backtest, realtime trading, etc.☆107Oct 4, 2019Updated 6 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- REMote OrderBook is a Python based, redis backed, order book for financial instruments which allows an order book to be kept remotely on …☆18Feb 14, 2017Updated 9 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆40Mar 30, 2024Updated 2 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Jul 12, 2018Updated 8 years ago
- Deep learning for price movement prediction using high frequency limit order data☆38Oct 8, 2018Updated 7 years ago
- 李鲁鲁老师的 Copilot-Python 学习。和ChatGPT等大语言模型协同进化。☆10Jun 3, 2025Updated last year
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆13Jan 11, 2023Updated 3 years ago
- Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies☆73Jun 15, 2024Updated 2 years ago
- Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Myklan…☆17May 6, 2024Updated 2 years ago
- I use TVP-VAR methodology with a stochastic volatility model to investigate the forecasting performance on macroeconomic variables. In pa…☆10Nov 17, 2019Updated 6 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Fit hidden Markov model to stock returns and backtest strategy with hidden volatility regime filter☆11Nov 12, 2018Updated 7 years ago
- ☆11May 12, 2015Updated 11 years ago
- A hands-on introduction to Support Vector Machines using Mathematica (c)☆13Sep 2, 2018Updated 7 years ago
- Exploring actor critic deep reinforcement learning methods for maximizing profits by learning stock trading strategies☆11Mar 24, 2023Updated 3 years ago
- High performance Rust API for KDB+☆13Jun 27, 2021Updated 5 years ago
- KDB-Rust embedding and IPC☆10Sep 11, 2015Updated 10 years ago
- A profitable cryptocurrency trading environment using deep reinforcement learning and OpenAI's gym☆11May 3, 2019Updated 7 years ago
- differential Sharpe ratio☆38Jun 28, 2019Updated 7 years ago
- Crypto real-time trading engine☆21Dec 8, 2022Updated 3 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- elliptical fourier descriptors with and without lobe contributions☆13Sep 15, 2020Updated 5 years ago
- Cryptocurrency Trading Bot☆58Dec 7, 2024Updated last year
- Quantum calculation stuff using Mathematica☆10Jun 28, 2020Updated 6 years ago
- Calculates basic raw I/O capability of non-volatile storage, as measured from the perspective of kdb+☆17Nov 24, 2025Updated 8 months ago
- 安卓 X分身 软件,破解工具,去除广告,去除应用信息收集工具☆11Jun 30, 2019Updated 7 years ago
- 衍生品定价、对冲回测与主观交易工具☆15Dec 21, 2021Updated 4 years ago