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
  ☆26Updated 2 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆37Updated 5 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆49Updated 7 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 2 years ago
• maxlamberti / optimal-order-execution
  Exploring Optimal Order Execution in Simulated Limit Order Books
  ☆19Updated 2 years ago
• Ray-0403 / HFT-using-Machine-Learning
  My first high-frequency trading strategy using machine learning
  ☆17Updated 2 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆34Updated 5 years ago
• actuarialsnail / blsh-lob-bot
  Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)
  ☆17Updated 2 years ago
• Vineet-Mehta / ML_HFT
  Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms
  ☆26Updated 7 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.
  ☆49Updated 5 years ago
• Hongshen-Yang / pair-trading-envs
  Cryptocurrency Trading with Reinforcement Learning based on Backtrader
  ☆44Updated 6 months ago
• FSUHeting / DL_LOB_Trading_and_MidPirce_Movement
  Deep learning for limit order book trading and mid-price movement
  ☆55Updated 4 years ago
• Gabrielvon / QuantWork
  ☆12Updated 4 years ago
• KotiJaddu / Masters-Project
  Code to support my Master's thesis
  ☆20Updated last year
• Jackmzw / Price_Prediction_LOB
  Deep learning for price movement prediction using high frequency limit order data
  ☆40Updated 6 years ago
• 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
  ☆12Updated 2 years ago
• txu2014 / binance_orderflow
  Derive order flow from Tick and Trade data.
  ☆32Updated 3 years ago
• lorenzolucchese / deepOBs
  The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.
  ☆50Updated last year
• gaelwjl / ML_Optimal_Trading
  Collection of numerical methods for high frequency data, in Python notebooks
  ☆13Updated 4 years ago
• istaaaa / ChannelBreakOutHFT
  Channel break out strategy for High Frequency Trading.
  ☆14Updated 7 years ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆45Updated 5 years ago
• lcsrodriguez / optimalHFT
  HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
  ☆33Updated last year
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆24Updated 4 years ago
• LianguangXue / VPIN
  Vpin caculation and backtesting
  ☆14Updated 5 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆31Updated 4 years ago
• cfzvzv / alpha_avellaneda_stoikov
  Phd repo
  ☆17Updated 3 years ago
• BryceMeng / mlfinlab_research_bryce
  ☆22Updated 5 years ago
• yuxiangalvin / DeepLOB-Model-Implementation-Project
  This repo contains some codes and outputs of my implementation of DeepLOB model.
  ☆86Updated 4 years ago
• AntoBr96 / CNN-LSTM_Limit_Order_Book
  This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …
  ☆34Updated 4 years ago