☆134Jan 9, 2025Updated last year
Alternatives and similar repositories for MacroHFT
Users that are interested in MacroHFT are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆143Jul 19, 2024Updated last year
- Financial Prior-Data Fitted Network (regression)☆21Dec 12, 2025Updated 5 months ago
- Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆14Aug 12, 2024Updated last year
- ☆70Feb 27, 2024Updated 2 years ago
- ☆67Feb 7, 2025Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆176Jul 2, 2024Updated last year
- ☆28Jan 1, 2025Updated last year
- ☆69Jun 16, 2024Updated last year
- ☆35Jan 1, 2025Updated last year
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆125May 17, 2024Updated 2 years ago
- ☆30Jul 21, 2023Updated 2 years ago
- Accepted at WWW 25 Industrial Track (oral)☆17Jun 6, 2025Updated 11 months ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated last year
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆47Jan 9, 2025Updated last year
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Transformers for limit order books☆13Jul 25, 2021Updated 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.☆235May 31, 2024Updated last year
- PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".☆351May 6, 2024Updated 2 years ago
- TradeMaster is an open-source platform for quantitative trading empowered by reinforcement learning☆2,700Jun 4, 2025Updated 11 months ago
- The official repository for paper Evaluating Financial Relational Graphs: Interpretation Before Prediction☆20Jan 2, 2026Updated 4 months ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆31Apr 22, 2021Updated 5 years ago
- This forked repo additionally includes our DoubleAdapt (KDD'23) and MASTER (AAAI'24) for re-experiment.☆151Dec 12, 2024Updated last year
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- ☆20Sep 6, 2025Updated 8 months ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆18Feb 16, 2024Updated 2 years ago
- Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.☆13Dec 8, 2022Updated 3 years ago
- ☆72Aug 31, 2024Updated last year
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆152Dec 11, 2022Updated 3 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆60Apr 6, 2023Updated 3 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆81Nov 23, 2023Updated 2 years ago
- ☆33May 20, 2024Updated 2 years ago
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆1,095Dec 18, 2024Updated last year
- Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis☆36Apr 28, 2019Updated 7 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Apply different deep learning models to limit order book.☆12Mar 6, 2018Updated 8 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆120May 9, 2024Updated 2 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆74Apr 18, 2023Updated 3 years ago
- Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, I…☆459Sep 29, 2025Updated 7 months ago
- The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on t…☆114Dec 25, 2024Updated last year
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆104May 16, 2025Updated last year
- Reinforcement Learning in Market Making is a project that explores the application of RL techniques to develop market-making strategies, …☆42Jun 14, 2023Updated 2 years ago