☆174Jul 22, 2024Updated 2 years ago
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☆560Jul 6, 2023Updated 3 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆59Oct 22, 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- …☆177Jan 8, 2024Updated 2 years ago
- A Multi-agent reinforcement-learning simulator framework.☆90Jul 28, 2026Updated last month
- DeepMarket is a framework for performing Limit Order Book simulation with Deep Learning. This is also the official repository for the pap…☆108Jan 27, 2026Updated 7 months ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- ☆42May 23, 2024Updated 2 years ago
- Benchmarking library for generative models of Limit Order Book data (LOBSTER)☆45Jan 27, 2026Updated 7 months ago
- ☆22Jan 12, 2026Updated 7 months ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆255May 31, 2024Updated 2 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆144Mar 16, 2026Updated 5 months ago
- PyTorch-based framework for Deep Hedging☆360Aug 30, 2024Updated 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
- Parametric estimation of multivariate Hawkes processes with general kernels.☆14May 27, 2024Updated 2 years ago
- Standardized FINancial eXtractions☆17Apr 28, 2022Updated 4 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.
- orderbook based backtesting suite using MBO data from Databento☆29Jul 12, 2025Updated last year
- Robust pricing and hedging via Neural SDEs☆39Aug 4, 2021Updated 5 years ago
- ☆31Mar 10, 2026Updated 5 months ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆606Jul 15, 2021Updated 5 years ago
- A curated list of resources dedicated to Deep Hedging☆88Nov 5, 2022Updated 3 years ago
- Python code to perform risk-sensitive Reinforcement Learning with dynamic convex risk measures☆23Feb 21, 2024Updated 2 years ago
- Accelerated proximal gradient package in python☆21Jul 31, 2015Updated 11 years ago
- ☆96Mar 15, 2024Updated 2 years ago
- ☆21Jul 11, 2023Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆47Nov 14, 2021Updated 4 years ago
- This repository presents our work during a project realized in the context of the IEOR 8100 RL Class at Columbia University.☆257Feb 7, 2022Updated 4 years ago
- High Frequency Jump Prediction Project☆37Jun 1, 2020Updated 6 years ago
- ☆24Apr 1, 2022Updated 4 years ago
- Code to support my Master's thesis☆22Sep 10, 2023Updated 2 years ago
- Codes for 'Stationary Activations for Uncertainty Calibration in Deep Learning' (NeurIPS 2020)☆12Oct 20, 2020Updated 5 years ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆60Jan 5, 2023Updated 3 years ago
- Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and…☆23Jul 11, 2026Updated last month
- Codes for my thesis project: replicating and modifying quant GANs.☆18Aug 23, 2021Updated 5 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.
- The most simple, flexible, and comprehensive OpenAI Gym trading environment (Approved by OpenAI Gym)☆2,387Mar 14, 2024Updated 2 years ago
- For code and snippets for STA 2536: Data Science for Risk Modeling☆14Nov 21, 2021Updated 4 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.☆24Jan 20, 2022Updated 4 years ago
- Elastic-net VARMA: hyperparameter optimisation, estimation and forecasting☆11Jan 30, 2023Updated 3 years ago
- DiT (training + flow matching) in Jax☆12Jan 5, 2025Updated last year
- A System for Selling 0-DTE SPX Options☆26Aug 14, 2024Updated 2 years ago