BSE is a simple minimal simulation of a limit order book financial exchange
☆341Apr 13, 2025Updated last year
Alternatives and similar repositories for BristolStockExchange
Users that are interested in BristolStockExchange are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Bristol Stock Exchange, Version 2: a simulation of a contemporary limit-order-book financial exchange.☆26Oct 21, 2019Updated 6 years ago
- Repository hosting an extension to Prof. Dave Cliff's (University of Bristol) Bristol Stock Exchange which uses multi-threading to allow …☆11Oct 12, 2022Updated 3 years ago
- Fully functioning fast Limit Order Book written in Python☆203Aug 14, 2026Updated 3 weeks ago
- Zero Intelligence Agent-Based Model of Modern Limit Order Book☆54Feb 5, 2018Updated 8 years ago
- Lab notebooks for Introduction to Text Analytics. Lab sheets will be added once the lab sessions have taken place.☆12Jul 12, 2023Updated 3 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- Limit Order Book Implemented in Python☆102Jan 3, 2018Updated 8 years ago
- Matching Engine for Limit Order Book☆411Feb 4, 2026Updated 7 months ago
- National Stock Exchange of India Limit Order Book Simulation☆41Oct 1, 2020Updated 5 years ago
- Python implementation of fast limit-order book.☆320Oct 26, 2017Updated 8 years ago
- Deep learning for limit order book trading and mid-price movement☆54Oct 20, 2020Updated 5 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 6 years ago
- A fast java implementation of a limit order book☆72Aug 30, 2015Updated 11 years ago
- This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…☆27May 30, 2013Updated 13 years ago
- Backtesting tool on tick data☆11Jan 30, 2017Updated 9 years ago
- 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.
- obAnalytics Shiny front-end☆76Jul 17, 2018Updated 8 years ago
- JASA is a high-performance auction simulator written in JAVA. It is designed for performing experiments in agent-based computational econ…☆10Aug 29, 2023Updated 3 years ago
- Collection of Models related to market making☆18Jan 25, 2021Updated 5 years ago
- Using Q-learning to better navigate orderbooks.☆23Apr 7, 2018Updated 8 years ago
- Various implementations of limit order books (matching engines)☆118Feb 6, 2018Updated 8 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆19May 21, 2013Updated 13 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆37Jun 20, 2021Updated 5 years ago
- Bitstamp real time console based limit order book☆139Jun 30, 2026Updated 2 months ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆605Jul 15, 2021Updated 5 years ago
- 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.
- Modern C++ order matching engine☆1,499Mar 15, 2024Updated 2 years ago
- ☆13Mar 31, 2019Updated 7 years ago
- R package intended for visualisation, analysis and reconstruction of limit order book data☆163Aug 21, 2026Updated 2 weeks ago
- Benchmark Dataset of Limit Order Book in China Markets☆225Mar 23, 2021Updated 5 years ago
- A PyTorch exercise in implementing a continuous time LSTM to simulate Neural Hawkes Process based on the paper by Hongyuan Mei and Jason …☆11Apr 11, 2023Updated 3 years ago
- Multi-Agent eXchange simulator developed at Oxford-Man Institute☆66Aug 17, 2020Updated 6 years ago
- Basic set of utilities for streaming real time trade and limit order book event data☆14May 20, 2022Updated 4 years ago
- Limit order book model with Poissonian order flow.☆10Jan 2, 2018Updated 8 years ago
- An environment to high-frequency trading agents under reinforcement learning☆288Aug 29, 2017Updated 9 years ago
- 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.
- ABIDES: Agent-Based Interactive Discrete Event Simulation☆561Jul 6, 2023Updated 3 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆179Jan 9, 2026Updated 7 months ago
- Java Agent Based Modelling toolkit☆29Aug 29, 2023Updated 3 years ago
- ☆132Dec 12, 2017Updated 8 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆37Jul 12, 2018Updated 8 years ago
- Tick, a market data tool.☆19Jul 10, 2013Updated 13 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆47Jun 9, 2021Updated 5 years ago