Transformers for limit order books
☆13Jul 25, 2021Updated 4 years ago
Alternatives and similar repositories for translob
Users that are interested in translob are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Transformers for limit order books☆122Aug 9, 2020Updated 5 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆94Mar 12, 2021Updated 5 years ago
- Code for optimal execution☆12Oct 29, 2020Updated 5 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- ☆211Mar 29, 2023Updated 3 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- A CNN + Auto-Encoder Approach for Predicting Financial Time-Series☆12May 16, 2019Updated 7 years ago
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data☆21May 5, 2021Updated 5 years ago
- This is the repository for the Models of Sequence Data 2020 Edition for the project DeepFolio☆16Dec 17, 2020Updated 5 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆235May 31, 2024Updated last year
- A system for implementing a time-series momentum approach, historically and in production.☆27Feb 2, 2026Updated 3 months ago
- Implementation of the paper "Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting", https://arxi…☆19Jul 20, 2021Updated 4 years ago
- ☆22Aug 10, 2022Updated 3 years ago
- ☆14Nov 7, 2024Updated last year
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Experiments in Recurrent Highway Networks with Grouped Auxiliary Memory paper☆21Dec 15, 2019Updated 6 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆81Nov 23, 2023Updated 2 years ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆581Jul 15, 2021Updated 4 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆222Mar 23, 2021Updated 5 years ago
- Deep Learning + Time Series Analysis☆27Apr 1, 2019Updated 7 years ago
- Code to support my Master's thesis☆22Sep 10, 2023Updated 2 years ago
- Deep learning for limit order book trading and mid-price movement☆54Oct 20, 2020Updated 5 years ago
- Models and programs developed as part of XTX Forecastin Challenge 2019☆28Jul 6, 2023Updated 2 years ago
- ☆31Jul 21, 2023Updated 2 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.
- Apply different deep learning models to limit order book.☆12Mar 6, 2018Updated 8 years ago
- Official implementation of PRUDEX-Compass☆54Jun 21, 2023Updated 2 years ago
- ☆135Jan 9, 2025Updated last year
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆61Sep 4, 2023Updated 2 years ago
- ☆131Dec 12, 2017Updated 8 years ago
- A toolkit to boost the productivity of machine learning engineers.☆50Jun 6, 2022Updated 3 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆38Oct 18, 2020Updated 5 years ago
- Limit Order Book data analysis and modeling using LSTM network☆138Mar 27, 2019Updated 7 years ago
- An interactive grid for sorting, filtering, and editing DataFrames in Jupyter notebooks☆11Mar 15, 2022Updated 4 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆74Apr 18, 2023Updated 3 years ago
- Kernel principal component analysis using the Eigen linear algebra library [machine learning]☆15Nov 12, 2015Updated 10 years ago
- Reinforcement Learning for trading cryptocurrencies, stocks and forex☆27Dec 25, 2022Updated 3 years ago
- Reinforcement Learning in Market Making is a project that explores the application of RL techniques to develop market-making strategies, …☆42Jun 14, 2023Updated 2 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆132Aug 31, 2023Updated 2 years ago
- This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit O…☆149Feb 24, 2026Updated 3 months ago
- ☆10Sep 18, 2021Updated 4 years ago