LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. π€π
β126May 9, 2024Updated 2 years ago
Alternatives and similar repositories for LOBCAST
Users that are interested in LOBCAST are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Pytorch implementation of TransLOB from Transformer for limit order booksβ31May 25, 2023Updated 3 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOBβ21May 25, 2023Updated 3 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.β259May 31, 2024Updated 2 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolioβ¦β162Dec 11, 2022Updated 3 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'β60Apr 6, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways β’ AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Article on using deep learning to extract order flow information from the limit order book and forecast directional movesβ25Aug 6, 2023Updated 3 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Booksβ14Feb 4, 2023Updated 3 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.β34Apr 22, 2021Updated 5 years ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publisβ¦β619Jul 15, 2021Updated 5 years ago
- Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-seriesβ14Aug 12, 2024Updated 2 years ago
- β15Oct 29, 2025Updated last year
- This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Oβ¦β183Feb 24, 2026Updated 8 months ago
- DeepLOB Implementation on Bitcoin Perpetual Dataβ32Aug 7, 2023Updated 3 years ago
- Transformers for limit order booksβ125Aug 9, 2020Updated 6 years ago
- 1-Click AI Models by DigitalOcean Gradient β’ AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- This repo contains some codes and outputs of my implementation of DeepLOB model.β98Mar 12, 2021Updated 5 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.β66Sep 4, 2023Updated 3 years ago
- OCET, torch, transformers, DeepLOB,limit-order-booksβ11Dec 6, 2022Updated 3 years ago
- High frequency factors based on order and trade data.β77Dec 16, 2023Updated 2 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Seriesβ19Sep 5, 2025Updated last year
- β32May 1, 2025Updated last year
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"β77Apr 18, 2023Updated 3 years ago
- This is the repository for the Models of Sequence Data 2020 Edition for the project DeepFolioβ16Dec 17, 2020Updated 5 years ago
- β216Mar 29, 2023Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer β’ AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategiesβ97Feb 25, 2024Updated 2 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategiesβ259Jun 29, 2023Updated 3 years ago
- β13Mar 31, 2019Updated 7 years ago
- β11Dec 5, 2024Updated last year
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.β280Apr 12, 2022Updated 4 years ago
- DeepMarket is a framework for performing Limit Order Book simulation with Deep Learning. This is also the official repository for the papβ¦β115Jan 27, 2026Updated 9 months ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Lightβ¦β17Nov 20, 2020Updated 5 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Tradingβ29Mar 20, 2025Updated last year
- β11Jul 14, 2022Updated 4 years ago
- Managed Kubernetes at scale on DigitalOcean β’ AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Code to support my Master's thesisβ22Sep 10, 2023Updated 3 years ago
- This repository demonstrates application of unsupervised learning in the financial markets. K-Means clustering is employed to create a diβ¦β13May 4, 2022Updated 4 years ago
- Algorithmic and high-frequency trading bookβ26Aug 5, 2020Updated 6 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.β87Nov 23, 2023Updated 2 years ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms β¦β16Nov 13, 2023Updated 2 years ago
- Benchmarking library for generative models of Limit Order Book data (LOBSTER)β48Jan 27, 2026Updated 9 months ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for tradingβ148Mar 16, 2026Updated 7 months ago