zhangmordred / QuantFormerLinks
How to utilize transformer in quantitative financial trading? Here we provide a new model named Quantformer based on transformer.
☆67Updated 4 months ago
Alternatives and similar repositories for QuantFormer
Users that are interested in QuantFormer are comparing it to the libraries listed below
Sorting:
- AI-powered CLI tool: Transform trading research papers into QuantConnect algorithms☆86Updated this week
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆60Updated 2 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆50Updated 2 years ago
- I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into …☆25Updated 3 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆115Updated last year
- This code is for the book☆385Updated 10 months ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆37Updated last year
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆90Updated 4 years ago
- ☆137Updated last year
- ☆66Updated last year
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆73Updated 2 years ago
- This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Stock Price Trend Prediction with L…☆105Updated last week
- HedgeAgents: A Balanced-aware Multi-agent Financial Trading System☆27Updated last year
- High-frequency statistical arbitrage☆241Updated 2 years ago
- Realtime Algorithmic Trading Using Deep Reinforcement Learning☆39Updated 11 months ago
- ☆129Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆85Updated last week
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆97Updated 8 months ago
- Python API for accessing Lake high frequency tick trades & order book data☆58Updated 2 months ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆29Updated 2 years ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆122Updated last year
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆96Updated last week
- AlphaAgent is an autonomous alpha mining framework.☆136Updated 7 months ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆216Updated last year
- High Frequency Trading strategies.☆38Updated 2 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆30Updated 2 years ago
- factor performance visualization☆48Updated 3 months ago
- Deep learning for limit order book trading and mid-price movement☆55Updated 5 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago