armandcismaru / DeepTraderXLinks
High-performing deep learning trader on a multithreaded financial exchange simulation.
☆19Updated last week
Alternatives and similar repositories for DeepTraderX
Users that are interested in DeepTraderX are comparing it to the libraries listed below
Sorting:
- Code to support my Master's thesis☆21Updated 2 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆26Updated 7 months ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Updated 2 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆13Updated 2 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Updated 4 years ago
- Gerber robust statistics for portfolio optimization☆62Updated 3 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆54Updated 2 years ago
- High frequency trading algorithm for Bitmex☆22Updated 5 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 5 years ago
- Accepted at WWW 25 Industrial Track (oral)☆16Updated 5 months ago
- A PyTorch implementation of QuantNet: transferring learning across systematic trading strategies.☆14Updated 4 months ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Updated 3 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 4 years ago
- Literature survey of order execution strategies implemented in python☆43Updated 5 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Updated 3 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆52Updated 5 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆36Updated 3 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆12Updated last year
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 10 months ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Updated 5 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆35Updated 5 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆10Updated 5 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆65Updated 2 years ago
- Deep learning for limit order book trading and mid-price movement☆56Updated 5 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Updated 3 years ago
- High Frequency Jump Prediction Project☆39Updated 5 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆46Updated 10 months ago
- Blaze☆16Updated 4 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆36Updated 5 years ago