Create a mid-price classifier for limit order books using a CNN and LSTM
☆15Apr 24, 2020Updated 6 years ago
Alternatives and similar repositories for LOBMidPricePrediction
Users that are interested in LOBMidPricePrediction are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Apply different deep learning models to limit order book.☆13Mar 6, 2018Updated 8 years ago
- Computer Engineering Senior Project. Machine Learning High Frequency Stock Trading Algorithm on an FPGA☆17Dec 4, 2019Updated 6 years ago
- ☆20Sep 18, 2020Updated 6 years ago
- Deep learning models for high-frequency financial data (limited order book)☆19Apr 2, 2019Updated 7 years ago
- Convert json descriptions of quant algorithms to verilog HDL.☆15Jul 3, 2020Updated 6 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆12Apr 17, 2021Updated 5 years ago
- NTNU Project for AI Programming☆10Sep 28, 2011Updated 14 years ago
- A game engine for texas holdem no limit with an AI computer player☆10Oct 26, 2020Updated 5 years ago
- ☆12Mar 25, 2023Updated 3 years ago
- Reinforcement learning environment for trading☆15Jan 27, 2018Updated 8 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
- ☆11Nov 6, 2018Updated 7 years ago
- The source code for the paper☆29Jul 3, 2023Updated 3 years ago
- Order Imbalance Trading Simulation R Code☆17Sep 9, 2019Updated 7 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Machine learning approach to high frequency trading, MLP & RNN used☆22Jun 22, 2016Updated 10 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆26Mar 10, 2018Updated 8 years ago
- Build an algorithm that can predict multiple future states of Limit Order Books using high-frequency, multi-variate, short time-frame dat…☆15Aug 31, 2023Updated 3 years ago
- ☆148Dec 8, 2022Updated 3 years ago
- MRC-LSTM: A Hybrid Approach of Multi-scale Residual CNN and LSTM to Predict Bitcoin Price☆11Jun 13, 2022Updated 4 years ago
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆11Jul 13, 2020Updated 6 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆124May 20, 2024Updated 2 years ago
- Java library for high frequency portfolio analysis, intraday backtesting and optimization☆22Dec 1, 2016Updated 9 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- OrdianlEntroPy is a Python 3 package providing several time efficient, ordinal pattern based entropy algorithms for computing the complex…☆11Feb 26, 2021Updated 5 years ago
- ☆11Mar 19, 2018Updated 8 years ago
- The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using t…☆62Oct 12, 2021Updated 4 years ago
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Jan 26, 2021Updated 5 years ago
- 风控算法，特征工程，模型工程，分布式，树模型☆17Oct 31, 2023Updated 2 years ago
- Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.☆13Dec 8, 2022Updated 3 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 7 years ago
- A Python module for market simulation☆26Jun 29, 2026Updated 2 months ago
- High frequency algotrading bot for bitmex/gdax/etc written to test micro-scale order flow inequality algorithms developed by using machin…☆15Jun 21, 2018Updated 8 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 Series analysis with Python and ARIMA model to forecast Bitcoin price☆24Sep 5, 2018Updated 8 years ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆17Sep 21, 2020Updated 6 years ago
- Generating an ANN to predict stock market using NEAT.☆12Jul 12, 2017Updated 9 years ago
- Notebooks based on financial machine learning.☆17Nov 21, 2022Updated 3 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆28Aug 12, 2021Updated 5 years ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 8 years ago
- a catch-all repo☆11Dec 28, 2023Updated 2 years ago