ZONG0004 / MacroHFTLinks
β129Updated last year
Alternatives and similar repositories for MacroHFT
Users that are interested in MacroHFT are comparing it to the libraries listed below
Sorting:
- β137Updated last year
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. π€πβ117Updated last year
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"β171Updated last year
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"β73Updated 2 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention networkβ97Updated 8 months ago
- β70Updated last year
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemenβ¦β99Updated 2 weeks ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolioβ¦β143Updated 3 years ago
- β95Updated last year
- This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Oβ¦β108Updated 3 weeks ago
- Official implementation of PRUDEX-Compassβ53Updated 2 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limiβ¦β67Updated 2 years ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networksβ123Updated last year
- This repo contains some codes and outputs of my implementation of DeepLOB model.β89Updated 4 years ago
- β58Updated last year
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierarβ¦β131Updated 2 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.β80Updated 2 years ago
- Fintech literature, including journal, conference, book and useful linksβ99Updated 3 years ago
- The implementation of AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining(https://www.arxiv.org/abs/25β¦β148Updated 4 months ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.β60Updated 2 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'β60Updated 2 years ago
- MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.β49Updated last year
- β69Updated last year
- ππ¨ Deep Momentum Networks for Time Series Strategiesβ126Updated 5 years ago
- AlphaAgent is an autonomous alpha mining framework.β147Updated 7 months ago
- quantitative investment; genetic algorithm; data miningβ34Updated last year
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factorsβ336Updated last year
- β32Updated 2 years ago
- AI-powered CLI tool: Transform trading research papers into QuantConnect algorithmsβ87Updated this week
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for tradingβ136Updated this week