Limit order book model with Poissonian order flow.
☆10Jan 2, 2018Updated 8 years ago
Alternatives and similar repositories for limit-order-book
Users that are interested in limit-order-book are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆11Mar 19, 2018Updated 8 years ago
- Apply different deep learning models to limit order book.☆12Mar 6, 2018Updated 8 years ago
- Basic Limit Order Book functions☆23Apr 4, 2018Updated 8 years ago
- Order Flow Indicator Inspired by Inner Circle Trader☆14Apr 19, 2023Updated 2 years ago
- ☆13Apr 1, 2024Updated 2 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- A tutorial demonstrating how to implement deep learning models for time series forecasting☆12Jan 28, 2020Updated 6 years ago
- Deep learning models for high-frequency financial data (limited order book)☆19Apr 2, 2019Updated 7 years ago
- ☆11Nov 6, 2018Updated 7 years ago
- Derive order flow from Tick and Trade data.☆33Aug 13, 2021Updated 4 years ago
- Open Source Genetic Optimizer for the NinjaTrader platform☆18Jul 1, 2009Updated 16 years ago
- Convert json descriptions of quant algorithms to verilog HDL.☆13Jul 3, 2020Updated 5 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆94Oct 30, 2017Updated 8 years ago
- Java library for high frequency portfolio analysis, intraday backtesting and optimization☆20Dec 1, 2016Updated 9 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Apr 24, 2020Updated 5 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- slither.io server in C++ emulating https://github.com/sitano/Slither.io-Protocol☆18Nov 5, 2025Updated 5 months ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆16Sep 21, 2020Updated 5 years ago
- Notebooks and Code for ML based quant strategies☆11Aug 4, 2025Updated 8 months ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆15Aug 27, 2023Updated 2 years ago
- This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…☆27May 30, 2013Updated 12 years ago
- Python library with C++ extensions for simulation, compensator, log-likelihood and intensity function computation for a multivariate Hawk…☆10Sep 25, 2017Updated 8 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Jun 22, 2016Updated 9 years ago
- ☆28Apr 16, 2015Updated 11 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- time-dependent Hamilton-Jacobi PDEs (http://www.cs.columbia.edu/~cxz/TimeDepHJB/)☆14Feb 5, 2017Updated 9 years ago
- ☆18Sep 18, 2020Updated 5 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆26Mar 10, 2018Updated 8 years ago
- This entry contains two topics The first item is entirely based on the following paper: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB6…☆34Feb 14, 2014Updated 12 years ago
- National Stock Exchange of India Limit Order Book Simulation☆41Oct 1, 2020Updated 5 years ago
- A study of the Glosten and Milgrom model for market making☆15Nov 4, 2015Updated 10 years ago
- As the field of Computational Fluid Dynamics (CFD) progresses, the fluid flows are more and more analysed by using simulations with the h…☆32Jun 6, 2023Updated 2 years ago
- A go signaling framework based on NATS MQ.☆11Mar 7, 2023Updated 3 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 10 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- QuantBaseApi cpp version☆15Jul 18, 2019Updated 6 years ago
- Ad blocking VPN with DNS over HTTPS using cloudflared + pihole + WireGuard. Currently running on a Raspberry Pi 4 Docker Composed☆15Aug 29, 2020Updated 5 years ago
- Common Lisp Implementation of NeuroEvolution of Augmenting Topologies (NEAT)☆13Dec 7, 2016Updated 9 years ago
- Competing Genetic Algorithm to find profitable Trading Strategies on a financial market☆13May 29, 2019Updated 6 years ago
- A simple limit order book designed for crypto exchanges☆11May 21, 2021Updated 4 years ago
- How to port the Android emulator to an Android phone☆11Dec 1, 2025Updated 4 months ago
- Converts CSV file to .mat☆12Jul 28, 2015Updated 10 years ago