Alternatives and similar repositories for improved_DeepLOB

Users that are interested in improved_DeepLOB are comparing it to the libraries listed below

• LeonardoBerti00 / TransLOB-Transformers-for-limit-order-books-
  Pytorch implementation of TransLOB from Transformer for limit order books
  ☆29Updated 2 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆49Updated 8 years ago
• mselser95 / optimal-market-making
  Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"
  ☆29Updated 4 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆42Updated 3 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆38Updated 5 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆37Updated 6 years ago
• Ray-0403 / HFT-using-Machine-Learning
  My first high-frequency trading strategy using machine learning
  ☆18Updated 3 years ago
• maxlamberti / optimal-order-execution
  Exploring Optimal Order Execution in Simulated Limit Order Books
  ☆20Updated 3 years ago
• S-razmi / DeepLOB
  DeepLOB Implementation on Bitcoin Perpetual Data
  ☆29Updated 2 years ago
• RS2002 / Label-Unbalance-in-High-Frequency-Trading
  [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading
  ☆30Updated 10 months ago
• KotiJaddu / Masters-Project
  Code to support my Master's thesis
  ☆22Updated 2 years ago
• FSUHeting / DL_LOB_Trading_and_MidPirce_Movement
  Deep learning for limit order book trading and mid-price movement
  ☆55Updated 5 years ago
• LeonardoBerti00 / Axial-LOB-High-Frequency-Trading-with-Axial-Attention
  Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'
  ☆60Updated 2 years ago
• actuarialsnail / blsh-lob-bot
  Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)
  ☆17Updated 2 years ago
• Hongshen-Yang / pair-trading-envs
  Cryptocurrency Trading with Reinforcement Learning based on Backtrader
  ☆46Updated last year
• yuba316 / Pair_Trading_with_Box_Tiao_Decomposition
  Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading
  ☆14Updated 3 years ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆44Updated 5 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆50Updated 5 years ago
• lcsrodriguez / optimalHFT
  HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
  ☆37Updated last year
• lorenzolucchese / deepOBs
  The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.
  ☆60Updated 2 years ago
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆31Updated 4 years ago
• yuxiangalvin / DeepLOB-Model-Implementation-Project
  This repo contains some codes and outputs of my implementation of DeepLOB model.
  ☆89Updated 4 years ago
• LeonardoBerti00 / Multi-Horizon-Forecasting-for-Limit-Order-Books
  Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books
  ☆14Updated 3 years ago
• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆14Updated 2 years ago
• haosongQuant / OrderBook-Tick-Data-Trading
  verify OrderBook Tick Data Trading Strategy on futures.
  ☆17Updated 6 years ago
• m4rk-lewis / FinBERT_feat_eng_for_Momentum_Transformer
  A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …
  ☆25Updated 2 years ago
• szy1900 / autoAlpha
  The source code for the paper
  ☆28Updated 2 years ago
• Jackmzw / Price_Prediction_LOB
  Deep learning for price movement prediction using high frequency limit order data
  ☆39Updated 7 years ago
• txu2014 / binance_orderflow
  Derive order flow from Tick and Trade data.
  ☆33Updated 4 years ago
• Vineet-Mehta / ML_HFT
  Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms
  ☆28Updated 7 years ago