FinancialComputingUCL / LOBFrame

We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.

Date Created 2024-03-02 (8 months ago)

Commits 19 (last one 5 months ago)

Stargazers 108 (0 this week)

Watchers 3 (0 this week)

Forks 24

License unknown

Ranking

RepositoryStats indexes 579,555 repositories, of these FinancialComputingUCL/LOBFrame is ranked #274,089 (53rd percentile) for total stargazers, and #420,420 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #50,410/115,123.

FinancialComputingUCL/LOBFrame is also tagged with popular topics, for these it's ranked: deep-learning (#4,832/8344)

All Topics

econophysics deep-learning research-paper limit-order-book financial-markets high-frequency-data market-microstructure

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19 commits on the default branch (main) since jan '22

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The only known language in this repository is Python

updated: 2024-11-06 @ 01:14am, id: 766174549 / R_kgDOLarlVQ