This repo contains some codes and outputs of my implementation of DeepLOB model.
☆91Mar 12, 2021Updated 5 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆60Apr 6, 2023Updated 3 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆31Apr 22, 2021Updated 4 years ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆555Jul 15, 2021Updated 4 years ago
- Transformers for limit order books☆122Aug 9, 2020Updated 5 years ago
- ☆210Mar 29, 2023Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 3 years ago
- Transformers for limit order books☆13Jul 25, 2021Updated 4 years ago
- Deep learning modelling of orderbooks☆101Oct 8, 2020Updated 5 years ago
- Deep learning for limit order book trading and mid-price movement☆55Oct 20, 2020Updated 5 years ago
- ☆13Mar 31, 2019Updated 7 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆29May 25, 2023Updated 2 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆146Dec 11, 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
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆219Mar 23, 2021Updated 5 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated last year
- This is the repository for the Models of Sequence Data 2020 Edition for the project DeepFolio☆16Dec 17, 2020Updated 5 years ago
- OCET, torch, transformers, DeepLOB,limit-order-books☆10Dec 6, 2022Updated 3 years ago
- Deep Q-Learning Auto Market Maker☆12Jun 12, 2021Updated 4 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.☆226May 31, 2024Updated last year
- DeepLOB Implementation on Bitcoin Perpetual Data☆28Aug 7, 2023Updated 2 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆17Sep 5, 2025Updated 7 months ago
- 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.
- ☆27Mar 10, 2026Updated last month
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆258Apr 12, 2022Updated 3 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆28Aug 29, 2020Updated 5 years ago
- ☆25May 1, 2025Updated 11 months ago
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated last year
- ☆39Aug 2, 2021Updated 4 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆569Sep 20, 2022Updated 3 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆244Jun 29, 2023Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…☆171Jan 8, 2024Updated 2 years ago
- This github repo contains my replicate experiments of paper 'Enhancing Stock Movement Prediction with Adversarial Training'.☆20Mar 12, 2021Updated 5 years ago
- Processing and performing financial calculations on HFT data☆10Dec 19, 2018Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆70Mar 27, 2023Updated 3 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆79Nov 23, 2023Updated 2 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 5 years ago
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago