yuxiangalvin / DeepLOB-Model-Implementation-ProjectLinks
This repo contains some codes and outputs of my implementation of DeepLOB model.
โ82Updated 4 years ago
Alternatives and similar repositories for DeepLOB-Model-Implementation-Project
Users that are interested in DeepLOB-Model-Implementation-Project are comparing it to the libraries listed below
Sorting:
- ๐๐จ Deep Momentum Networks for Time Series Strategiesโ119Updated 5 years ago
- Transformers for limit order booksโ111Updated 4 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'โ56Updated 2 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.โ45Updated last year
- โ200Updated 2 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolioโฆโ111Updated 2 years ago
- Literature survey of order execution strategies implemented in pythonโ44Updated 4 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"โ61Updated 2 years ago
- Deep learning modelling of orderbooksโ95Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Scienceโ81Updated 2 years ago
- CS7641 Team projectโ95Updated 4 years ago
- Pytorch implementation of TransLOB from Transformer for limit order booksโ25Updated 2 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategyโ62Updated 4 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategiesโ76Updated last year
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative finโฆโ44Updated last year
- Calibrates microprice model to BitMEX quote dataโ56Updated 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 Lโฆโ55Updated 3 weeks ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.โ47Updated 5 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.โ69Updated last year
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limiโฆโ56Updated 2 years ago
- Deep learning for limit order book trading and mid-price movementโ52Updated 4 years ago
- โ49Updated 4 years ago
- โ25Updated 2 years ago
- ๅบไบๅบๅ ่กจ่พพๅผ่งๅ็ฎๆณ็ๅ ๅญๆๆโ30Updated 3 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting โฆโ34Updated 4 years ago
- High Frequency Trading Strategiesโ45Updated 7 years ago
- Notes on Advances in Financial Machine Learningโ79Updated 6 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)โ30Updated last year
- Implementation of HFT backtesting simulator and Stoikov strategyโ120Updated 2 years ago
- โ31Updated last year