matteoprata / LOBCASTLinks
LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈
☆102Updated last year
Alternatives and similar repositories for LOBCAST
Users that are interested in LOBCAST are comparing it to the libraries listed below
Sorting:
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆61Updated 2 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆47Updated last year
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆83Updated 4 years ago
- ☆200Updated 2 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…☆63Updated last month
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆119Updated 5 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆115Updated 2 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆78Updated last year
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆64Updated 4 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆79Updated last month
- Official Implementation of SimStock : Representation Model for Stock Similarities☆80Updated last year
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆60Updated 10 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.☆166Updated last year
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆57Updated 2 years ago
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆57Updated last month
- ☆119Updated 11 months ago
- ☆31Updated last year
- Notes on Advances in Financial Machine Learning☆79Updated 6 years ago
- CS7641 Team project☆95Updated 4 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆62Updated 2 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆197Updated last year
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆45Updated last year
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆225Updated 3 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆105Updated last year
- Deep learning for limit order book trading and mid-price movement☆53Updated 4 years ago
- ☆101Updated 5 months ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆26Updated 2 years ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆112Updated last year
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆225Updated 9 months ago
- High frequency factors based on order and trade data.☆51Updated last year