orderbooks contain so much more organic informations than moving averages...
☆19Feb 11, 2026Updated 2 weeks ago
Alternatives and similar repositories for deep_orderbook
Users that are interested in deep_orderbook are comparing it to the libraries listed below
Sorting:
- 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
- Easy to use and open-source unknown stealer☆22Jul 24, 2023Updated 2 years ago
- ☆21Jul 9, 2023Updated 2 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- Stock Market predictions are one of the most difficult problems to solve, and during the looming days of recession it’s extremely difficu…☆15Sep 2, 2020Updated 5 years ago
- convertible bond pricing☆13Sep 17, 2014Updated 11 years ago
- Zero Intelligence Agent-Based Model of Modern Limit Order Book☆54Feb 5, 2018Updated 8 years ago
- everything quantitative finance related☆25Oct 8, 2020Updated 5 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- Deep Reinforcement Learning applied to trading☆15Jan 29, 2019Updated 7 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆16Nov 20, 2020Updated 5 years ago
- Deep Q-Learning Auto Market Maker☆12Jun 12, 2021Updated 4 years ago
- High Frequency Market Making: Optimal Quoting☆16Mar 20, 2023Updated 2 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆17Mar 21, 2019Updated 6 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆20May 25, 2023Updated 2 years ago
- Fear and volatility in crypto markets☆14Dec 8, 2022Updated 3 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆34Dec 27, 2022Updated 3 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Dec 8, 2022Updated 3 years ago
- ☆15Jun 10, 2020Updated 5 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆16Feb 8, 2018Updated 8 years ago
- Option Strategy for Futures☆17Jul 29, 2020Updated 5 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆17Sep 5, 2025Updated 5 months ago
- ☆34May 27, 2020Updated 5 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆18Nov 10, 2023Updated 2 years ago
- 币安量化交易实盘代码☆19Aug 1, 2020Updated 5 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆38Oct 18, 2020Updated 5 years ago
- ☆20Apr 16, 2021Updated 4 years ago
- Makes daytrades using the TD Ameritrade API☆20Feb 2, 2019Updated 7 years ago
- High frequency AI based algorithmic trading module.☆73May 14, 2016Updated 9 years ago
- Deep learning approach for market price prediction, in JAX☆56May 20, 2024Updated last year
- funds are the future!☆18Jul 6, 2021Updated 4 years ago
- High frequency trading algorithm for Bitmex☆22Jun 22, 2020Updated 5 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Jun 22, 2016Updated 9 years ago
- ☆18Sep 18, 2020Updated 5 years ago
- Bayesian Inference and parameter estimation in quant finance.☆43Feb 18, 2019Updated 7 years ago
- Deep learning models for high-frequency financial data (limited order book)☆19Apr 2, 2019Updated 6 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆21Sep 6, 2024Updated last year
- Gamma Scalping Trading Strategies☆25May 7, 2016Updated 9 years ago
- Using Q-learning to better navigate orderbooks.☆23Apr 7, 2018Updated 7 years ago