peernagy / LOBS5Links
☆22Updated this week
Alternatives and similar repositories for LOBS5
Users that are interested in LOBS5 are comparing it to the libraries listed below
Sorting:
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆56Updated 2 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Updated 5 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆29Updated 2 years ago
- Deep learning for limit order book trading and mid-price movement☆55Updated 5 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆26Updated 9 months ago
- This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Stock Price Trend Prediction with L…☆97Updated 7 months ago
- DeepMarket is a framework for performing Limit Order Book simulation with Deep Learning. This is also the official repository for the pap…☆64Updated 4 months ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆90Updated 4 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆59Updated 2 years ago
- ☆37Updated 3 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆68Updated 2 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆35Updated 6 years ago
- ☆33Updated 3 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Updated 2 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Updated 5 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- High frequency trading algorithm for Bitmex☆22Updated 5 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Updated 4 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆115Updated last year
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 11 months ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Updated 4 years ago
- DeepLOB Implementation on Bitcoin Perpetual Data☆28Updated 2 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆36Updated 3 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆27Updated 5 years ago
- Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.014…☆23Updated 6 years ago
- An expansion of the Triple-Barrier Method by Marcos López de Prado☆50Updated 2 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…☆32Updated 3 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆137Updated 3 years ago