BSE is a simple minimal simulation of a limit order book financial exchange
☆334Apr 13, 2025Updated 11 months ago
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.☆25Oct 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☆198Jan 1, 2023Updated 3 years ago
- Zero Intelligence Agent-Based Model of Modern Limit Order Book☆54Feb 5, 2018Updated 8 years ago
- National Stock Exchange of India Limit Order Book Simulation☆41Oct 1, 2020Updated 5 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Lab notebooks for Introduction to Text Analytics. Lab sheets will be added once the lab sessions have taken place.☆13Jul 12, 2023Updated 2 years ago
- Matching Engine for Limit Order Book☆408Feb 4, 2026Updated last month
- Limit Order Book Implemented in Python☆98Jan 3, 2018Updated 8 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☆55Oct 20, 2020Updated 5 years ago
- A fast java implementation of a limit order book☆69Aug 30, 2015Updated 10 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 5 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 12 years ago
- Backtesting tool on tick data☆11Jan 30, 2017Updated 9 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- obAnalytics Shiny front-end☆76Jul 17, 2018Updated 7 years ago
- Collection of Models related to market making☆17Jan 25, 2021Updated 5 years ago
- Using Q-learning to better navigate orderbooks.☆23Apr 7, 2018Updated 7 years ago
- Various implementations of limit order books (matching engines)☆118Feb 6, 2018Updated 8 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆38Jun 20, 2021Updated 4 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆17May 21, 2013Updated 12 years ago
- Bitstamp real time console based limit order book☆134May 9, 2025Updated 10 months ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆552Jul 15, 2021Updated 4 years ago
- Modern C++ order matching engine☆1,435Mar 15, 2024Updated 2 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- ☆13Mar 31, 2019Updated 6 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆216Mar 23, 2021Updated 5 years ago
- Multi-Agent eXchange simulator developed at Oxford-Man Institute☆65Aug 17, 2020Updated 5 years ago
- R package intended for visualisation, analysis and reconstruction of limit order book data☆160Feb 12, 2026Updated last month
- Basic set of utilities for streaming real time trade and limit order book event data☆14May 20, 2022Updated 3 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 8 years ago
- Artificial stock market (ASM) with Julia language.☆10Aug 10, 2021Updated 4 years ago
- ABIDES: Agent-Based Interactive Discrete Event Simulation☆506Jul 6, 2023Updated 2 years ago
- 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.
- Master Thesis: Limit order placement with Reinforcement Learning☆178Jan 9, 2026Updated 2 months ago
- ☆128Dec 12, 2017Updated 8 years ago
- Market Making via Reinforcement Learning☆343Nov 4, 2019Updated 6 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Jul 12, 2018Updated 7 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,328Nov 13, 2024Updated last year
- Tick, a market data tool.☆19Jul 10, 2013Updated 12 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 2 years ago