rian-dolphin / stock-embeddingsLinks
Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets
☆81Updated last year
Alternatives and similar repositories for stock-embeddings
Users that are interested in stock-embeddings are comparing it to the libraries listed below
Sorting:
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆59Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆126Updated 5 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆74Updated 4 years ago
- ☆55Updated 4 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆90Updated 4 years ago
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgb☆49Updated 3 years ago
- ☆73Updated 5 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆71Updated 7 months ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆86Updated last year
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆131Updated 2 years 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 11 months ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆59Updated 2 years ago
- Stock price prediction using a Temporal Fusion Transformer☆120Updated 2 years ago
- Deep Q-Learning Applied to Algorithmic Trading☆28Updated 7 months ago
- ☆207Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆265Updated 3 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…☆101Updated 8 months ago
- Open code for PriceGraph☆73Updated last year
- ☆41Updated 4 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆83Updated this week
- ☆20Updated 3 years ago
- Transformers for limit order books☆121Updated 5 years ago
- Deep Reinforcement Learning for Portfolio Optimization☆130Updated 5 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆38Updated 2 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- Mean-Variance Optimization using DL (pytorch)☆32Updated 3 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆115Updated last year
- ☆101Updated 3 years ago