Orderbook matching engine with order management and market data API
☆18Oct 13, 2021Updated 4 years ago
Alternatives and similar repositories for orderbook-matching-engine
Users that are interested in orderbook-matching-engine are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆22Aug 10, 2022Updated 3 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆18Sep 5, 2025Updated 8 months ago
- Code for optimal execution☆12Oct 29, 2020Updated 5 years ago
- Fear and volatility in crypto markets☆14Dec 8, 2022Updated 3 years ago
- This repository displays my work in finance and economics datascience for future employers and collaborators.☆16Dec 2, 2022Updated 3 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.
- Code to support my Master's thesis☆22Sep 10, 2023Updated 2 years ago
- Advancing in Financial Machine Learning☆16Feb 27, 2020Updated 6 years ago
- A PyTorch implementation of QuantNet: transferring learning across systematic trading strategies.☆15Jul 12, 2025Updated 9 months ago
- ☆10Sep 18, 2021Updated 4 years ago
- Scalping day trading strategy☆45May 30, 2020Updated 5 years ago
- QF-based Hybrid DRL Portfolio Investment System☆14Aug 13, 2023Updated 2 years ago
- ☆16Aug 3, 2022Updated 3 years ago
- Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…☆27Aug 5, 2022Updated 3 years ago
- A decade of trend following returns in crypto-asset markets☆26Sep 20, 2020Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆28Dec 10, 2018Updated 7 years ago
- Pairs Trading in Python☆28Apr 25, 2021Updated 5 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆40May 28, 2023Updated 2 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
- ☆34Jul 17, 2020Updated 5 years ago
- MFM workshop project☆15Jan 25, 2021Updated 5 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆92Mar 12, 2021Updated 5 years ago
- 🚀 Professional AI-powered stock market dashboard with real-time technical analysis, machine learning price predictions, and intelligent …☆79May 25, 2025Updated 11 months ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 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.
- ☆26Mar 8, 2019Updated 7 years ago
- Convex optimization over risk-neutral probabilities.☆15Apr 22, 2020Updated 6 years ago
- Lab sessions for NLP course☆18May 16, 2022Updated 3 years ago
- ☆12Jun 11, 2024Updated last year
- Adjusting an implementaion of AlphaZero to trading.☆28Dec 8, 2018Updated 7 years ago
- Official implementation of PRUDEX-Compass☆53Jun 21, 2023Updated 2 years ago
- A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.☆13May 24, 2018Updated 7 years ago
- This sample code demonstrates how to build an Amazon SageMaker environment for HPO using Optuna (an open source hyperparameter tuning fra…☆11May 21, 2024Updated last year
- Non-parametric method for estimating regime change in bivariate time series setting.☆15Apr 14, 2017Updated 9 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Zero Intelligence Agent-Based Model of Modern Limit Order Book☆54Feb 5, 2018Updated 8 years ago
- Save and load entire workspaces containins pandas objects and numpy arrays☆15Oct 5, 2018Updated 7 years ago
- Some implementations from the paper robust risk aware reinforcement learning☆36Dec 15, 2021Updated 4 years ago
- Deploy Kubeflow on Alibaba Cloud☆14May 20, 2019Updated 6 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆133Aug 31, 2023Updated 2 years ago
- Log-periodic power laws for critical phenomena☆15Nov 22, 2018Updated 7 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆40Sep 19, 2023Updated 2 years ago