Alternatives and similar repositories for translob

Users that are interested in translob are comparing it to the libraries listed below

• zcakhaa / Multi-Horizon-Forecasting-for-Limit-Order-Books
  ☆208Updated 2 years ago
• yuxiangalvin / DeepLOB-Model-Implementation-Project
  This repo contains some codes and outputs of my implementation of DeepLOB model.
  ☆90Updated 4 years ago
• jessgess / deep-learning-for-order-book-price-and-movement-predictions
  Limit Order Book data analysis and modeling using LSTM network
  ☆137Updated 6 years ago
• Globe-Research / deep-orderbook
  Deep learning modelling of orderbooks
  ☆101Updated 5 years ago
• Jeonghwan-Cheon / lob-deep-learning
  Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…
  ☆136Updated 2 years ago
• lorenzolucchese / deepOBs
  The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.
  ☆55Updated 2 years ago
• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆124Updated 5 years ago
• philipperemy / lead-lag
  Estimation of the lead-lag parameter from non-synchronous data.
  ☆133Updated 8 months ago
• mfrdixon / dq-MM
  Deep Q-Learning for Market Making
  ☆127Updated 7 years ago
• YuxuanXiu / Financial-Time-Series-Trend-Labeling
  This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…
  ☆49Updated 10 months ago
• LeonardoBerti00 / Axial-LOB-High-Frequency-Trading-with-Axial-Attention
  Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'
  ☆59Updated 2 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆92Updated 2 years ago
• kieranjwood / x-trend
  X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
  ☆86Updated last year
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆60Updated 4 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆57Updated 2 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆154Updated 2 years ago
• AntoBr96 / CNN-LSTM_Limit_Order_Book
  This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …
  ☆36Updated 5 years ago
• theopenstreet / VPIN_HFT
  ☆121Updated 7 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆97Updated 4 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆74Updated 5 years ago
• miroblog / limit_orderbook_prediction
  ☆142Updated 2 years ago
• tr8dr / tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆274Updated 4 years ago
• BGasperov / drlformm
  This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…
  ☆67Updated 2 years ago
• FSUHeting / DL_LOB_Trading_and_MidPirce_Movement
  Deep learning for limit order book trading and mid-price movement
  ☆56Updated 5 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pairs Trading with Machine Learning on Distributed Python Platform
  ☆122Updated 3 years ago
• imTurkey / Market-Making-with-Deep-Reinforcement-Learning-from-Limit-Order-Books
  This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"
  ☆71Updated 2 years ago
• xhshenxin / Micro_Price
  ☆53Updated 4 years ago
• im1235 / ISAC
  Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning
  ☆146Updated 5 years ago
• WongYatChun / Advances-in-Financial-Machine-Learning
  Notes on Advances in Financial Machine Learning
  ☆82Updated 6 years ago
• tspooner / rmm.arl
  Robust Market Making via Adversarial Reinforcement Learning
  ☆53Updated 5 years ago