☆175Jul 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☆587Jul 6, 2023Updated 3 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆64Oct 22, 2023Updated 3 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-…☆181Jan 8, 2024Updated 2 years ago
- A Multi-agent reinforcement-learning simulator framework.☆91Jul 28, 2026Updated 3 months ago
- ☆42May 23, 2024Updated 2 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.
- DeepMarket is a framework for performing Limit Order Book simulation with Deep Learning. This is also the official repository for the pap…☆115Jan 27, 2026Updated 9 months ago
- Benchmarking library for generative models of Limit Order Book data (LOBSTER)☆46Jan 27, 2026Updated 9 months ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆148Mar 16, 2026Updated 7 months ago
- PyTorch-based framework for Deep Hedging☆369Aug 30, 2024Updated 2 years ago
- ☆23Jan 12, 2026Updated 9 months ago
- ☆32Mar 10, 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.☆259May 31, 2024Updated 2 years ago
- orderbook based backtesting suite using MBO data from Databento☆30Jul 12, 2025Updated last year
- Artificial stock market (ASM) with Julia language.☆10Aug 10, 2021Updated 5 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.
- 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
- A curated list of resources dedicated to Deep Hedging☆88Nov 5, 2022Updated 3 years ago
- Minimal implementation and experiments of "No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging".☆35May 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
- Robust pricing and hedging via Neural SDEs☆40Aug 4, 2021Updated 5 years ago
- Nonparametric Bayesian volatility learning under microstructure noise☆11Mar 31, 2024Updated 2 years ago
- Python implementation of the Three Pass Regression Filter☆15Aug 25, 2020Updated 6 years ago
- Python code to perform risk-sensitive Reinforcement Learning with dynamic convex risk measures☆23Feb 21, 2024Updated 2 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆618Jul 15, 2021Updated 5 years ago
- Accelerated proximal gradient package in python☆21Jul 31, 2015Updated 11 years ago
- Pipeline for Time Series Generation with Comprehensive Evaluation Metrics☆47Jan 12, 2025Updated last year
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆46Nov 14, 2021Updated 4 years ago
- High Frequency Jump Prediction Project☆37Jun 1, 2020Updated 6 years ago
- Codes for my thesis project: replicating and modifying quant GANs.☆18Aug 23, 2021Updated 5 years ago
- ☆97Mar 15, 2024Updated 2 years ago
- This repository presents our work during a project realized in the context of the IEOR 8100 RL Class at Columbia University.☆258Feb 7, 2022Updated 4 years ago
- Code to support my Master's thesis☆22Sep 10, 2023Updated 3 years 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.
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆259Jun 29, 2023Updated 3 years ago
- ☆652Aug 2, 2024Updated 2 years ago
- Implementation of the vanilla Deep Hedging engine☆354Jan 22, 2026Updated 9 months ago
- The most simple, flexible, and comprehensive OpenAI Gym trading environment (Approved by OpenAI Gym)☆2,388Mar 14, 2024Updated 2 years ago
- ☆21Jul 11, 2023Updated 3 years ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆62Jan 5, 2023Updated 3 years ago
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago