ZONG0004 / MacroHFT
☆85Updated 2 months ago
Alternatives and similar repositories for MacroHFT:
Users that are interested in MacroHFT are comparing it to the libraries listed below
- ☆100Updated 8 months ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆136Updated 8 months ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆56Updated last year
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆95Updated 10 months ago
- ☆48Updated last year
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆55Updated 2 years ago
- ☆27Updated last year
- Fintech literature, including journal, conference, book and useful links☆92Updated 2 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆115Updated this week
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆101Updated 2 years ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆92Updated 3 months ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆70Updated 9 months ago
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆40Updated 8 months ago
- Official implementation of PRUDEX-Compass☆43Updated last year
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆121Updated 3 months ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆41Updated last year
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆63Updated last year
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆152Updated 6 months ago
- ☆78Updated last year
- Papers for AI + quantitative investment☆108Updated 6 months ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆77Updated 9 months ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆103Updated 10 months ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆117Updated 4 years ago
- alpha投研示例☆67Updated this week
- ☆62Updated 2 years ago
- MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.☆34Updated 5 months ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆75Updated last year
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆83Updated 4 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆98Updated 10 months ago
- An open-source framework for reduction of overfitting of DRL agents in Finance☆68Updated 2 years ago