ZONG0004 / MacroHFT
โ83Updated 2 months ago
Alternatives and similar repositories for MacroHFT:
Users that are interested in MacroHFT are comparing it to the libraries listed below
- โ99Updated 7 months ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. ๐ค๐โ95Updated 10 months ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"โ54Updated last year
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"โ133Updated 8 months ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.โ83Updated 4 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative finโฆโ38Updated last year
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.โ41Updated last year
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factorsโ143Updated 6 months ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limiโฆโ55Updated last year
- โ46Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention networkโ68Updated 8 months ago
- โ27Updated last year
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemenโฆโ39Updated 7 months ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.โ64Updated last year
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolioโฆโ101Updated 2 years ago
- Fintech literature, including journal, conference, book and useful linksโ92Updated 2 years ago
- โ69Updated 8 months ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'โ52Updated last year
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategiesโ74Updated last year
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for tradingโ113Updated this week
- ๐๐จ Deep Momentum Networks for Time Series Strategiesโ116Updated 4 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.โ147Updated 9 months ago
- Official Implementation of SimStock : Representation Model for Stock Similaritiesโ76Updated 8 months ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networksโ102Updated 9 months ago
- Official implementation of PRUDEX-Compassโ42Updated last year
- โ77Updated 11 months ago
- An open-source framework for reduction of overfitting of DRL agents in Financeโ68Updated 2 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategiesโ182Updated last year
- ้่ฟ้ไผ ็ฎๆณใๅผบๅๅญฆไน ๆฅ่ชๅจ้ๆฉ้ซ้ขๅ ๅญโ24Updated 2 years ago