Multi-Agent eXchange simulator developed at Oxford-Man Institute
☆65Aug 17, 2020Updated 5 years ago
Alternatives and similar repositories for maxe
Users that are interested in maxe are comparing it to the libraries listed below
Sorting:
- MFM workshop project☆14Jan 25, 2021Updated 5 years ago
- Official code for "PCF-GAN: generating sequential data via the characteristic function of measures on the path space"☆13Jan 12, 2025Updated last year
- ABIDES: Agent-Based Interactive Discrete Event Simulation☆504Jul 6, 2023Updated 2 years ago
- Latex files containing descriptions of quantitative option pricing models to be implemented in OpenBBTerminal☆18Dec 23, 2022Updated 3 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Feb 2, 2024Updated 2 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆37Jul 5, 2023Updated 2 years ago
- ☆56Apr 10, 2021Updated 4 years ago
- Lock-free queues.☆20Dec 10, 2023Updated 2 years ago
- Classic MCTS example with mctx☆24May 25, 2023Updated 2 years ago
- A Battery Intraday Trading Engine, based on dynamic programming approximations, written in C++, wrapped for Python☆37Feb 5, 2026Updated last month
- A environment to control egress and ingress data from ccxt fronted trading bots for security and scalability☆12Aug 9, 2018Updated 7 years ago
- Scalable metrics logging and analysis☆18Apr 9, 2025Updated 11 months ago
- Dynamic time series clustering via volatility change-points☆16Jun 27, 2019Updated 6 years ago
- This repository implements a Diffusion Factor Model for financial data.☆44Nov 6, 2025Updated 4 months ago
- Statistical Methods in Finance☆16Feb 2, 2022Updated 4 years ago
- A lock-free, thread-safe, multi-producer/multi-consumer queue based on the LMAX Disruptor.☆16Apr 20, 2021Updated 4 years ago
- Scalable implementation of Lee / Mykland (2012) and Ait-Sahalia / Jacod (2012) Jump tests for noisy high frequency data☆12Jan 26, 2025Updated last year
- Automatically exported from code.google.com/p/py-smc2☆14Jun 15, 2015Updated 10 years ago
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make m…☆33Nov 18, 2022Updated 3 years ago
- Toolbox for working with streaming data as rough paths in Python☆47Mar 13, 2026Updated last week
- Source code for Multicriteria Portfolio Construction with Python☆31May 5, 2021Updated 4 years ago
- Underlying package for the 10-line cta☆14Updated this week
- Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Market…☆22Jan 15, 2025Updated last year
- Competition and Agent Frameworks for the Trading Agents Competition☆29Jul 27, 2022Updated 3 years ago
- ☆22Jan 20, 2024Updated 2 years ago
- Factor Expression + Historical Data = Factor Values☆30Jan 23, 2024Updated 2 years ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆57Nov 3, 2018Updated 7 years ago
- High-frequency trading in a limit order book☆59Apr 15, 2019Updated 6 years ago
- A lightweight server for evaluating Texas Hold'em agents.☆14Mar 15, 2025Updated last year
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- ☆11May 24, 2015Updated 10 years ago
- Pipeline for Time Series Generation with Comprehensive Evaluation Metrics☆47Jan 12, 2025Updated last year
- ☆22Oct 31, 2025Updated 4 months ago
- A time-series data cache☆48May 9, 2020Updated 5 years ago
- Calibration and Simulation Engine for Local Volatility Models☆15Dec 13, 2021Updated 4 years ago
- BSE is a simple minimal simulation of a limit order book financial exchange☆334Apr 13, 2025Updated 11 months ago
- Log-periodic power laws for critical phenomena☆15Nov 22, 2018Updated 7 years ago
- Learning bisimulation metrics for control, particularly suited to sparse reward settings☆10Feb 28, 2023Updated 3 years ago