LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. π€π
β118May 9, 2024Updated last year
Alternatives and similar repositories for LOBCAST
Users that are interested in LOBCAST are comparing it to the libraries listed below
Sorting:
- Pytorch implementation of TransLOB from Transformer for limit order booksβ29May 25, 2023Updated 2 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'β60Apr 6, 2023Updated 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.β218May 31, 2024Updated last year
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolioβ¦β145Dec 11, 2022Updated 3 years ago
- β24May 1, 2025Updated 10 months ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOBβ21May 25, 2023Updated 2 years ago
- β21Dec 4, 2023Updated 2 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.β60Sep 4, 2023Updated 2 years ago
- Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-seriesβ14Aug 12, 2024Updated last year
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Booksβ14Feb 4, 2023Updated 3 years ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publisβ¦β544Jul 15, 2021Updated 4 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.β32Apr 22, 2021Updated 4 years ago
- Algorithmic and high-frequency trading bookβ19Aug 5, 2020Updated 5 years ago
- High frequency factors based on order and trade data.β70Dec 16, 2023Updated 2 years ago
- This is the repository for the Models of Sequence Data 2020 Edition for the project DeepFolioβ16Dec 17, 2020Updated 5 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Seriesβ17Sep 5, 2025Updated 6 months ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention networkβ100May 16, 2025Updated 9 months ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.β90Mar 12, 2021Updated 4 years ago
- FinanceGPT-Bβ10Mar 26, 2024Updated last year
- Blazeβ17Jun 19, 2021Updated 4 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategiesβ87Feb 25, 2024Updated 2 years ago
- Article on using deep learning to extract order flow information from the limit order book and forecast directional movesβ20Aug 6, 2023Updated 2 years ago
- This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Oβ¦β115Feb 24, 2026Updated last week
- β24Feb 26, 2026Updated last week
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networksβ123May 17, 2024Updated last year
- OCET, torch, transformers, DeepLOB,limit-order-booksβ10Dec 6, 2022Updated 3 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for tradingβ137Feb 17, 2026Updated 2 weeks ago
- β58Feb 7, 2025Updated last year
- β129Jan 9, 2025Updated last year
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"β172Jul 2, 2024Updated last year
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.β12May 30, 2021Updated 4 years ago
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Foβ¦β34Feb 28, 2025Updated last year
- β92Nov 22, 2024Updated last year
- Limit Order Book for high-frequency trading (HFT) strategies using data science approachesβ24Dec 12, 2021Updated 4 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morgaβ¦β11Aug 22, 2023Updated 2 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Lightβ¦β16Nov 20, 2020Updated 5 years ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms β¦β14Nov 13, 2023Updated 2 years ago
- β209Mar 29, 2023Updated 2 years ago
- Code to support my Master's thesisβ22Sep 10, 2023Updated 2 years ago