Alternatives and similar repositories for ou_noise:

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

• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆44Updated 4 years ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆41Updated 4 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆42Updated 7 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆33Updated 5 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…
  ☆55Updated 2 years ago
• Macosh / Order_Book
  Simulator of a basic order book flow and order execution
  ☆18Updated 2 years ago
• dummydoo / Advanced-Algorithmic-Trading
  The book <Advanced Algorithmic Trading> and its source code
  ☆58Updated 7 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆36Updated 4 years ago
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆98Updated 10 months ago
• SyntaxSnack / bitmex-algo
  High frequency trading algorithm for Bitmex
  ☆21Updated 4 years ago
• lcsrodriguez / optimalHFT
  HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
  ☆28Updated 11 months ago
• lorenzolucchese / deepOBs
  The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.
  ☆41Updated last year
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆29Updated 3 years ago
• yinsenm / gerber
  Gerber robust statistics for portfolio optimization
  ☆57Updated 2 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 3 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆21Updated 3 years ago
• JDE65 / CustomLoss
  Custom Loss functions for asset return prediction with deep learning regression
  ☆34Updated 2 years ago
• wukan1986 / alpha_examples
  alpha投研示例
  ☆67Updated this week
• 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"
  ☆56Updated last year
• gjimzhou / MTH9815-Trading-System
  A project of building and running a trading system according to service oriented architecture standard.
  ☆14Updated 7 years ago
• yuxiangalvin / DeepLOB-Model-Implementation-Project
  This repo contains some codes and outputs of my implementation of DeepLOB model.
  ☆83Updated 4 years ago
• josephchenhk / qtrader_strategies
  Demonstrative examples for developing quantitative and systematic strategies
  ☆37Updated last year
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆56Updated 3 years ago
• FSUHeting / DL_LOB_Trading_and_MidPirce_Movement
  Deep learning for limit order book trading and mid-price movement
  ☆49Updated 4 years ago
• cankav / smobd
  Replication of A Stochastic Model for Order Book Dynamics by Cont, Stoikov, and Talreja, 2010
  ☆18Updated 6 years ago
• kieranjwood / x-trend
  X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
  ☆75Updated last year
• daehkim / pair-trading
  CS7641 Team project
  ☆93Updated 4 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆52Updated 6 years ago
• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆117Updated 4 years ago
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆58Updated 2 years ago