ghgr / orderbook-vizLinks
Visualization of the full depth of the order book along time
☆21Updated 5 years ago
Alternatives and similar repositories for orderbook-viz
Users that are interested in orderbook-viz are comparing it to the libraries listed below
Sorting:
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆21Updated 6 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆14Updated 3 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 7 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Updated 3 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Example of order book modeling.☆57Updated 6 years ago
- List of portfolio management resources, using Reinforcement Learning.☆41Updated last year
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆66Updated last year
- A Python toolkit for high-frequency trade research.☆41Updated 7 years ago
- The goal of the project is to build algorithmic trading system.☆27Updated 4 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Updated 5 years ago
- Deep learning for limit order book trading and mid-price movement☆53Updated 4 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆35Updated 2 years ago
- finance☆43Updated 7 years ago
- Collections of snippets for trading I find interesting☆26Updated 5 months ago
- Robust Market Making via Adversarial Reinforcement Learning☆51Updated 5 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆26Updated last year
- ☆22Updated 5 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- Implementation of AFML Book☆21Updated 5 years ago
- ☆40Updated 4 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 5 years ago