peernagy / lob_benchLinks
Benchmarking library for generative models of Limit Order Book data (LOBSTER)
☆31Updated 2 weeks ago
Alternatives and similar repositories for lob_bench
Users that are interested in lob_bench are comparing it to the libraries listed below
Sorting:
- Pytorch implementation of TransLOB from Transformer for limit order books☆29Updated 2 years ago
- DeepMarket is a framework for performing Limit Order Book simulation with Deep Learning. This is also the official repository for the pap…☆65Updated 6 months ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆60Updated 2 years ago
- ☆34Updated last year
- The official implementation of the paper "MTMD: Multi-Scale Temporal Memory Learning and Efficient Debiasing Framework for Stock Trend Fo…☆34Updated 11 months ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated last year
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Updated 4 years ago
- Code to support my Master's thesis☆22Updated 2 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆86Updated last year
- ☆35Updated last year
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆13Updated last year
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- Blaze☆17Updated 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
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆59Updated 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…☆105Updated last week
- ☆58Updated 11 months ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Updated 2 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆97Updated 8 months ago
- The official repository for paper Evaluating Financial Relational Graphs: Interpretation Before Prediction☆20Updated 3 weeks ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆33Updated 2 years ago
- Accepted at WWW 25 Industrial Track (oral)☆16Updated 7 months ago
- DeepLOB Implementation on Bitcoin Perpetual Data☆29Updated 2 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆46Updated last year
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆81Updated last year
- ☆22Updated 2 years ago
- A PyTorch implementation of QuantNet: transferring learning across systematic trading strategies.☆14Updated 6 months ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Updated 11 months ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆50Updated 2 years ago