TradeMaster-NTU / EarnHFT
☆87Updated 5 months ago
Alternatives and similar repositories for EarnHFT:
Users that are interested in EarnHFT are comparing it to the libraries listed below
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆80Updated 3 years ago
- ☆77Updated last week
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆120Updated 6 months ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆51Updated last year
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆122Updated 4 months ago
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated 2 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆58Updated 4 years ago
- Stock factor mining with CNN and GRU.☆45Updated 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…☆53Updated last year
- 基于基因表达式规划算法的因子挖掘☆28Updated 3 years ago
- ☆24Updated last year
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆30Updated 2 years ago
- ☆42Updated 10 months ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆91Updated 8 months ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆22Updated last year
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆113Updated 4 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆93Updated 7 months ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆103Updated last year
- Fintech literature, including journal, conference, book and useful links☆90Updated 2 years ago
- High frequency factors based on order and trade data.☆37Updated last year
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆94Updated 2 years ago
- alpha投研示例☆61Updated last week
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆196Updated 2 years ago
- 本文通过gplearn模型，结合遗传算 法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统，主要针对股指期货操作。☆111Updated last year
- Mining technical factors based on symbolic regression via genetic algorithm☆166Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆50Updated 6 months ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆37Updated last year
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆37Updated last year
- 改进gplearn,主要使用在股票公式挖掘☆92Updated 4 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆117Updated last year