matteoprata / LOBCASTLinks
LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈
☆115Updated last year
Alternatives and similar repositories for LOBCAST
Users that are interested in LOBCAST are comparing it to the libraries listed below
Sorting:
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆124Updated 5 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆90Updated 4 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆95Updated 6 months ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆136Updated 3 years ago
- This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Stock Price Trend Prediction with L…☆94Updated 7 months ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆68Updated 2 months ago
- ☆208Updated 2 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆48Updated 2 years ago
- ☆121Updated 11 months ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆66Updated 4 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆129Updated 2 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆29Updated 2 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆208Updated last year
- ☆135Updated last year
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆121Updated last year
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆55Updated 2 years ago
- ☆32Updated 2 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆71Updated 2 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆59Updated 2 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆243Updated 3 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated 2 years ago
- Stock factor mining with CNN and GRU.☆70Updated 2 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆86Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆89Updated 2 months ago
- ☆55Updated 4 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆111Updated last year
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆78Updated 2 years ago
- Literature survey of order execution strategies implemented in python☆43Updated 5 years ago