☆170Jul 22, 2024Updated last year
Alternatives and similar repositories for abides-jpmc-public
Users that are interested in abides-jpmc-public are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ABIDES: Agent-Based Interactive Discrete Event Simulation☆548Jul 6, 2023Updated 2 years ago
- mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…☆176Jan 8, 2024Updated 2 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆56Oct 22, 2023Updated 2 years ago
- DeepMarket is a framework for performing Limit Order Book simulation with Deep Learning. This is also the official repository for the pap…☆82Jan 27, 2026Updated 5 months ago
- A Multi-agent reinforcement-learning simulator framework.☆88Apr 29, 2024Updated 2 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆141Mar 16, 2026Updated 3 months ago
- Standardized FINancial eXtractions☆17Apr 28, 2022Updated 4 years ago
- ☆40May 23, 2024Updated 2 years ago
- PyTorch-based framework for Deep Hedging☆347Aug 30, 2024Updated last year
- Accelerated proximal gradient package in python☆21Jul 31, 2015Updated 10 years ago
- Python code to perform risk-sensitive Reinforcement Learning with dynamic convex risk measures☆23Feb 21, 2024Updated 2 years ago
- Learn to build neural networks from scratch, simply. No autograd, no deep learning libraries - just numpy.☆10Aug 10, 2022Updated 3 years ago
- ☆21Jul 11, 2023Updated 2 years ago
- ☆95Mar 15, 2024Updated 2 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.
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 6 years ago
- Code to support my Master's thesis☆22Sep 10, 2023Updated 2 years ago
- Minimal implementation and experiments of "No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging".☆32May 26, 2021Updated 5 years ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆594Jul 15, 2021Updated 4 years ago
- Benchmarking library for generative models of Limit Order Book data (LOBSTER)☆41Jan 27, 2026Updated 5 months ago
- Codes for my thesis project: replicating and modifying quant GANs.☆19Aug 23, 2021Updated 4 years ago
- A System for Selling 0-DTE SPX Options☆24Aug 14, 2024Updated last year
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆245May 31, 2024Updated 2 years ago
- ☆30Mar 10, 2026Updated 3 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Artificial stock market (ASM) with Julia language.☆10Aug 10, 2021Updated 4 years ago
- Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and…☆23Jun 20, 2026Updated last week
- A curated list of resources dedicated to Deep Hedging☆89Nov 5, 2022Updated 3 years ago
- Build and interact with a self-contained Vega chain with controllable passage of time☆20Oct 25, 2024Updated last year
- Zakamouline optimal delta hedging strategy python implementation.☆21Dec 11, 2022Updated 3 years ago
- Parametric estimation of multivariate Hawkes processes with general kernels.☆14May 27, 2024Updated 2 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆254Jun 29, 2023Updated 3 years ago
- Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…☆13Jan 21, 2022Updated 4 years ago
- ☆12Apr 17, 2021Updated 5 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.
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆59Jan 5, 2023Updated 3 years ago
- Market Making via Reinforcement Learning☆346Nov 4, 2019Updated 6 years ago
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆48Nov 14, 2021Updated 4 years ago
- ☆68Apr 7, 2022Updated 4 years ago
- The most simple, flexible, and comprehensive OpenAI Gym trading environment (Approved by OpenAI Gym)☆2,381Mar 14, 2024Updated 2 years ago
- I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into …☆25Aug 10, 2022Updated 3 years ago
- ☆16Jul 13, 2021Updated 4 years ago