ZONG0004 / MacroHFT
☆93Updated 4 months ago
Alternatives and similar repositories for MacroHFT:
Users that are interested in MacroHFT are comparing it to the libraries listed below
- ☆110Updated 9 months ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆143Updated 10 months ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆61Updated 2 years ago
- ☆55Updated last year
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆97Updated last year
- ☆27Updated last year
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆56Updated 2 years ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆184Updated 8 months ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆108Updated 2 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆120Updated last week
- ☆82Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆72Updated 10 months ago
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆44Updated 9 months ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆54Updated 2 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆83Updated 4 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆44Updated last year
- Fintech literature, including journal, conference, book and useful links☆92Updated 2 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆40Updated 4 months ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆66Updated last year
- Official implementation of PRUDEX-Compass☆44Updated last year
- Papers for AI + quantitative investment☆114Updated 7 months ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆75Updated last year
- This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Stock Price Trend Prediction with L…☆44Updated this week
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆157Updated 11 months ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆117Updated 2 years ago
- alpha投研示例☆72Updated 2 weeks ago
- ☆69Updated 10 months ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆119Updated 5 years ago
- ☆17Updated last month
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆106Updated 11 months ago