8 results found Sort:

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Created 2016-07-21
158 commits to master branch, last one 2 years ago
161
795
apache-2.0
39
VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics ...
Created 2022-09-20
254 commits to master branch, last one about a month ago
A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.
Created 2019-07-20
309 commits to master branch, last one 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.
Created 2024-03-02
19 commits to main branch, last one 8 months ago
5
135
bsd-2-clause
4
Python Library for Transaction Cost Analysis and Market Simulation - Scaling Law in Quantitative Trading
Created 2024-06-28
58 commits to main branch, last one 13 days ago
Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.
Created 2022-11-09
260 commits to main branch, last one 2 years ago
14
49
agpl-3.0
7
Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
Created 2020-09-14
116 commits to master branch, last one 3 years ago
A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992) and Easley et al. (1996); Multilayer PIN (MPIN) in Ersan (201...
Created 2022-05-24
117 commits to master branch, last one 3 months ago