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.
☆69Mar 29, 2015Updated 10 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:
- This repository contains the agent-based stock market model☆25Feb 19, 2018Updated 8 years ago
- Using Q-learning to better navigate orderbooks.☆23Apr 7, 2018Updated 7 years ago
- Executable form of the MiFID II RTS (Regulatory Technical Standard) documents.☆17Jun 17, 2018Updated 7 years ago
- A collection of homeworks of market microstructure models.☆282May 4, 2018Updated 7 years ago
- Deep learning for price movement prediction using high frequency limit order data☆39Oct 8, 2018Updated 7 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- R package intended for visualisation, analysis and reconstruction of limit order book data☆160Feb 12, 2026Updated last month
- ☆15Apr 12, 2018Updated 7 years ago
- Bitmex market microstructure analytics☆23Feb 24, 2021Updated 5 years 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…☆34Feb 14, 2014Updated 12 years ago
- qzmq provides Q bindings for CZMQ, the high-level C binding for ØMQ☆22Feb 5, 2018Updated 8 years ago
- MFM workshop project☆14Jan 25, 2021Updated 5 years ago
- Bitstamp real time console based limit order book☆134May 9, 2025Updated 10 months ago
- [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 8 years ago
- FMS, an agent-based Financial Market Simulator☆104Mar 1, 2012Updated 14 years ago
- NordVPN Special Discount Offer • AdSave on top-rated NordVPN 1 or 2-year plans with secure browsing, privacy protection, and support for for all major platforms.
- This repo contains sample code and sample notebooks to illustrate how to work with Amazon FinSpace☆21Feb 12, 2025Updated last year
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆24Jan 16, 2018Updated 8 years ago
- Python library with C++ extensions for simulation, compensator, log-likelihood and intensity function computation for a multivariate Hawk…☆10Sep 25, 2017Updated 8 years ago
- Financial Machine Learning and Algorithmic Trading with Python☆46Apr 25, 2020Updated 5 years ago
- Programming Test☆13Aug 17, 2015Updated 10 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Jul 12, 2018Updated 7 years ago
- Reinforcement learning environment for trading☆15Jan 27, 2018Updated 8 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆73May 9, 2016Updated 9 years ago
- This is a quickly written utility that generates a binary tree containing a summation of the nodes below it and a verifier hash. Copyrigh…☆23Nov 17, 2025Updated 4 months 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.
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Apr 24, 2020Updated 5 years ago
- ☆12Nov 8, 2016Updated 9 years ago
- Tries to predict if a stock will rise or fall with a certain percentage through giving probabilities of what events it thinks will happen…☆25Oct 27, 2017Updated 8 years ago
- todo: desc☆11Aug 12, 2021Updated 4 years ago
- Adaptation of Monte Carlo and SARSA algorithms (Reinforcement Learning) for learning the policy of sellers/ buyers in stock market☆12Jul 23, 2018Updated 7 years ago
- Set of functions to perform (financial) peer performance calculations☆13Aug 18, 2025Updated 7 months ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- Baruch course - Market Microstructure☆14Feb 2, 2016Updated 10 years ago
- A simple & fast bitcoin trading strategy backtesting solution.☆14Jan 26, 2016Updated 10 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.
- ☆18May 7, 2020Updated 5 years ago
- PyMarket is a python library aimed to ease the design, simulation and comparison of different market mechanisms.☆29Dec 26, 2022Updated 3 years ago
- R Package for Fast and Stable Estimation of the Probability of Informed Trading (PIN)☆14May 3, 2022Updated 3 years ago
- Modeling the allocation of resources to markets based on the restraints of objective functions☆14Mar 15, 2016Updated 10 years ago
- Euronext Clone☆32Jun 29, 2022Updated 3 years ago
- zipline 是开源量化平台，但是当前zipline 并不支持A股的测试，很多在线平台如优矿，聚宽等都是基于zipline，本项目改进zipline，使得zipline支持A股测试☆27Apr 14, 2017Updated 8 years ago
- ☆18Sep 18, 2020Updated 5 years ago