The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation and the market microstructure.
☆74Mar 29, 2015Updated 11 years ago
Alternatives and similar repositories for marketsimulator
Users that are interested in marketsimulator are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- PyMarket is a python library aimed to ease the design, simulation and comparison of different market mechanisms.☆30Dec 26, 2022Updated 3 years ago
- This repository contains the agent-based stock market model☆25Feb 19, 2018Updated 8 years ago
- Capital market microstructure data simulator/generator☆11May 22, 2026Updated 5 months ago
- This entry contains two topics The first item is entirely based on the following paper: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB6…☆35Feb 14, 2014Updated 12 years ago
- Using Q-learning to better navigate orderbooks.☆23Apr 7, 2018Updated 8 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.
- R package intended for visualisation, analysis and reconstruction of limit order book data☆164Aug 21, 2026Updated 2 months ago
- A collection of homeworks of market microstructure models.☆305Sep 26, 2026Updated last month
- Repository for exploring ways to develop html presentation for the PortfolioAnalytics package☆21May 15, 2014Updated 12 years ago
- Executable form of the MiFID II RTS (Regulatory Technical Standard) documents.☆18Jun 17, 2018Updated 8 years ago
- Deep learning for price movement prediction using high frequency limit order data☆38Oct 8, 2018Updated 8 years ago
- ☆14Apr 12, 2018Updated 8 years ago
- Bitstamp real time console based limit order book☆139Jun 30, 2026Updated 4 months ago
- Bitmex market microstructure analytics☆24Feb 24, 2021Updated 5 years ago
- FMS, an agent-based Financial Market Simulator☆104Mar 1, 2012Updated 14 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- [Recurrent Weighted Average](https://arxiv.org/abs/1703.01253) [Jared Ostmeyer et.al, 2017] heavily based on https://gist.github.com/sham…☆10May 18, 2017Updated 9 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆74May 9, 2016Updated 10 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆31Aug 29, 2020Updated 6 years ago
- Python library with C++ extensions for simulation, compensator, log-likelihood and intensity function computation for a multivariate Hawk…☆10Sep 25, 2017Updated 9 years ago
- My work on a project "High Frequency Market Making: Optimal Quoting" in the Center of Mathematical Finances.☆10Mar 1, 2023Updated 3 years ago
- qzmq provides Q bindings for CZMQ, the high-level C binding for ØMQ☆21Feb 5, 2018Updated 8 years ago
- In this project, we used 3 different metrics (Information Gain, Mutual Information, Chi Squared) to find important words and then we used…☆11Aug 7, 2018Updated 8 years ago
- Technical analysis and other functions to construct technical trading rules with Python☆23Apr 20, 2021Updated 5 years ago
- This library was created in order to evaluate the effectiveness of any kind of algorithm used in IR systems and analyze how well they per…☆15Apr 15, 2020Updated 6 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- *** NO LONGER FUNCTIONAL AS OF 2015 *** The Python Stocks Interfaces includes application programming interfaces to public stock quotatio…☆14Jan 11, 2012Updated 14 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆24Jan 16, 2018Updated 8 years ago
- Simulation of Electricity Markets in Python☆13May 14, 2026Updated 5 months ago
- A Discrete EVent Simulator is a C++ library for building simulations of discrete event and hybrid dynamic systems.☆16May 8, 2026Updated 5 months ago
- Reinforcement learning environment for trading☆15Jan 27, 2018Updated 8 years ago
- Financial Machine Learning and Algorithmic Trading with Python☆47Apr 25, 2020Updated 6 years ago
- Framework that implements evaluation measures (e.g. nDCG, ERR) for IR systems.☆13Nov 27, 2016Updated 9 years ago
- Reviewer recommendation system for Pull Requests in github using social network analysis and topic modeling.☆14Sep 2, 2026Updated 2 months ago
- Intraday volatility estimation using High-Frequency Financial Data☆13Apr 1, 2023Updated 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.
- Big Data course project (EPFL) - Trading strategies based on order book☆31May 20, 2014Updated 12 years ago
- R Package to interact with the Uniswap Platform☆12Aug 17, 2023Updated 3 years ago
- Zero Intelligence Agent-Based Model of Modern Limit Order Book☆54Feb 5, 2018Updated 8 years ago
- todo: desc☆11Aug 12, 2021Updated 5 years ago
- Set of functions to perform (financial) peer performance calculations☆13Oct 14, 2026Updated 3 weeks ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Apr 24, 2020Updated 6 years ago
- Various implementations of limit order books (matching engines)☆117Feb 6, 2018Updated 8 years ago