yuxiangalvin / DeepLOB-Model-Implementation-ProjectLinks
This repo contains some codes and outputs of my implementation of DeepLOB model.
β90Updated 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:
- ππ¨ Deep Momentum Networks for Time Series Strategiesβ126Updated 5 years ago
- β210Updated 2 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'β60Updated 2 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolioβ¦β143Updated 3 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NEβ¦β72Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Scienceβ97Updated 2 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"β73Updated 2 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.β60Updated 2 years ago
- Calibrates microprice model to BitMEX quote dataβ64Updated 4 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.β80Updated 2 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategiesβ86Updated last year
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limiβ¦β67Updated 2 years ago
- Deep learning modelling of orderbooksβ102Updated 5 years ago
- Notes on Advances in Financial Machine Learningβ84Updated 7 years ago
- β123Updated 8 years ago
- Literature survey of order execution strategies implemented in pythonβ44Updated 5 years ago
- β55Updated 4 years ago
- Backtest result archive for Momentum Trading Strategiesβ67Updated 6 years ago
- Deep learning for limit order book trading and mid-price movementβ55Updated 5 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)β37Updated last year
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierarβ¦β131Updated 2 years ago
- Limit Order Book data analysis and modeling using LSTM networkβ137Updated 6 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. π€πβ117Updated last year
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative finβ¦β51Updated 2 years ago
- Pairs Trading with Machine Learning on Distributed Python Platformβ125Updated 3 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.β50Updated 5 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategyβ67Updated 5 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order logβ31Updated 4 years ago
- Pytorch implementation of TransLOB from Transformer for limit order booksβ29Updated 2 years ago
- Transformers for limit order booksβ121Updated 5 years ago