Alternatives and similar repositories for NEAT:

Users that are interested in NEAT are comparing it to the libraries listed below

• ragoragino / limit-order-book
  Limit order book model with Poissonian order flow.
  ☆10Updated 7 years ago
• xdkxsquirrel / ML-HFT-FPGA
  Senior Project FPGA Machine Learning Algorithm
  ☆8Updated 5 years ago
• grep-rohan / StockMarketPredictionUsingNEAT
  Generating an ANN to predict stock market using NEAT.
  ☆12Updated 7 years ago
• z357412526 / HighFreqTransaction
  In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …
  ☆10Updated 9 years ago
• tanvipotdar / LOBMidPricePrediction
  Create a mid-price classifier for limit order books using a CNN and LSTM
  ☆14Updated 5 years ago
• PVoodoo / RLDQTrading
  An example and description to Reinforcement Learning DQN model and dataformats for trading
  ☆16Updated 6 years ago
• chinux23 / NeuralNetworkAsTradingStrategy
  Use Neural Network as a trading strategy model
  ☆27Updated 7 years ago
• andrewcharlesjones / universal_portfolios
  ☆12Updated 3 years ago
• bakalex / autohedger
  Paper: https://arxiv.org/pdf/2008.12275.pdf
  ☆26Updated 4 years ago
• phelps-sg / scobre
  Scala OrderBook Reconstructor for high-frequency order-flow data
  ☆16Updated last year
• clisztian / MDFA-DeepLearning
  Deep learning in large multivariate time series using real-time feature extraction with MDFA
  ☆12Updated 6 years ago
• freddiev4 / financial-ts-prediction-with-deeplearning
  (Work In Progress) Implementation of "Financial Time Series Prediction Using Deep Learning"
  ☆16Updated 7 years ago
• LianguangXue / VPIN
  Vpin caculation and backtesting
  ☆14Updated 5 years ago
• maoli131 / DeepRL-TradeBot
  Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.
  ☆12Updated 2 years ago
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆21Updated 7 years ago
• steve7an / PortfolioU
  Fuzzy Moving Average System with Genetic Algorithm Optimisation for Trading Crude Palm Oil Futures
  ☆25Updated 6 years ago
• Hongtao-Lin / HFT-Prediction
  Machine learning approach to high frequency trading, MLP & RNN used
  ☆22Updated 8 years ago
• xdkxsquirrel / ML-HFT
  Computer Engineering Senior Project. Machine Learning High Frequency Stock Trading Algorithm on an FPGA
  ☆15Updated 5 years ago
• jmberutich / GeneticProgrammingTradingExperiments
  Code from the paper "Robust technical trading strategies using GP for algorithmic portfolio selection"
  ☆9Updated 5 years ago
• talolard / rlstocks
  Attempts to learn reinforcement learning on the stock market
  ☆23Updated 6 years ago
• repotudou / HFT_Project
  Apply different deep learning models to limit order book.
  ☆11Updated 7 years ago
• BorjaGomezSolorzano / deep-trader
  Deep Reinforcement Learning applied to trading
  ☆15Updated 6 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 8 years ago
• clisztian / iMetrica
  A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…
  ☆18Updated 8 years ago
• quantlabs / db-fx-strategy
  Roll model for trading strategy to C++ or FPGA via Matlab tool
  ☆10Updated 10 years ago
• Quiota / tensorflow
  ☆10Updated 7 years ago
• riyersk / HFTrading
  Building a High Frequency Trading Engine with Neural Networks
  ☆12Updated 7 years ago
• NaregAmirianMegan / hft-verilog-generator
  Convert json descriptions of quant algorithms to verilog HDL.
  ☆12Updated 4 years ago
• thertrader / Using-random-forest-to-model-limit-order-book-dynamic
  I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead
  ☆27Updated 5 years ago
• Boburmirzo / genetic-Meyer-Packard-Algorithm
  Predicting a Stock Price Using a Genetic Algorithm
  ☆16Updated 7 years ago