Article on using deep learning to extract order flow information from the limit order book and forecast directional moves
☆24Aug 6, 2023Updated 3 years ago
Alternatives and similar repositories for OFI_NN_Project
Users that are interested in OFI_NN_Project are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- DeepLOB Implementation on Bitcoin Perpetual Data☆33Aug 7, 2023Updated 3 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆123May 9, 2024Updated 2 years ago
- ☆20Dec 28, 2016Updated 9 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆12Aug 22, 2023Updated 3 years ago
- OCET, torch, transformers, DeepLOB,limit-order-books☆10Dec 6, 2022Updated 3 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.
- Full code for my Medium article on how I code a simple Python Stock Screen.☆12Apr 17, 2024Updated 2 years ago
- Using reinforcement learning to make markets in the high frequency trading setting.☆30May 30, 2026Updated 3 months ago
- The model focuses on predicting the impact of trading activities on stock prices using order flow imbalance, trading volume and price cha…☆38May 20, 2024Updated 2 years ago
- The quantitative investing strategies called 'TIPP' and 'CPPI'☆11Nov 8, 2020Updated 5 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Jul 13, 2022Updated 4 years ago
- An Interfernce RAG-based LLM Pipeline with Best Practice LLMOps☆13Aug 20, 2024Updated 2 years ago
- ☆132Dec 12, 2017Updated 8 years ago
- Deep learning approach for market price prediction, in JAX☆60May 20, 2024Updated 2 years ago
- 2017 金融投資與程式交易 (中山財管)☆13Jan 18, 2018Updated 8 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- This is the code repository for 7FNCE025W High Frequency Trading.☆12Apr 12, 2023Updated 3 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.☆256May 31, 2024Updated 2 years ago
- Economic indicators using Python and APIs☆16May 11, 2023Updated 3 years ago
- Analysis of airplane crashes around the world from 1908-2009 using Power Query for cleaning and Power BI for analysis and visualization☆10Jul 22, 2022Updated 4 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆21May 25, 2023Updated 3 years ago
- ☆11Mar 12, 2021Updated 5 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- Quant Studio Document☆24Feb 25, 2021Updated 5 years ago
- Transformers for limit order books☆13Jul 25, 2021Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Unofficial Python API client library for Charles Schwab. This library allows for easy access of the Standard API and allows users to buil…☆13May 13, 2024Updated 2 years ago
- Automated Trading Bot☆14Nov 27, 2024Updated last year
- Showcasing Causality Group's benchmark data through a data loading library and a signal backtesting example.☆28Mar 8, 2024Updated 2 years ago
- Limit Order Book data analysis and modeling using LSTM network☆137Mar 27, 2019Updated 7 years ago
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Apr 11, 2026Updated 4 months ago
- ☆13Jul 28, 2018Updated 8 years ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 8 years ago
- ☆22Dec 4, 2023Updated 2 years ago
- Deep learning for limit order book trading and mid-price movement☆54Oct 20, 2020Updated 5 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Using LSTM to execute a sector rotation trading strategy☆13Oct 4, 2019Updated 6 years ago
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Aug 30, 2021Updated 5 years ago
- ☆15Apr 24, 2021Updated 5 years ago
- My first high-frequency trading strategy using machine learning☆20Sep 16, 2022Updated 3 years ago
- Youtube李宏毅教授(Hung-yi Lee, NTU)讲解的《Machine Learning》 课程笔记与notebook相关实现。☆15Dec 4, 2018Updated 7 years ago
- A CNN + Auto-Encoder Approach for Predicting Financial Time-Series☆12May 16, 2019Updated 7 years ago
- Seeking Alpha, Machine Learning, ETFs Strategy☆21Nov 2, 2022Updated 3 years ago