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Search results for limit order book
limit-order-book
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28 search results found
Sgx Full Orderbook Tick Data Trading Strategy
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1,151
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Hft Orderbook
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757
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
Hftbacktest
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753
A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
Visualhft
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590
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 and execution quality. Its modular design ensures adaptability for developers and traders, enabling tailored analytical solutions.
Crypto Rl
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497
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
Limit_orderbook_prediction
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119
Limit Order Book
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110
Bitstamp real time console based limit order book
Ctc Executioner
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97
Master Thesis: Limit order placement with Reinforcement Learning
Ob Analytics
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96
R package intended for visualisation, analysis and reconstruction of limit order book data
Hft Limit Order Book
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91
Ultra-fast Node.js Limit Order Book for high-frequency trading (HFT) 🚀🚀
Itch
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88
Nasdaq Order Book Reconstructor
Gym Continuousdoubleauction
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87
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.
Reinforcement Learning For Market Making
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57
Using tabular and deep reinforcement learning methods to infer optimal market making strategies
Scalpl
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53
volatility harvester prototype
Shiny Ob Analytics
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47
obAnalytics Shiny front-end
Pylimitorderbook
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29
Limit Order Book Implemented in Python
Lobcast
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26
LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈
Volume Forecasting
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24
Time Series Prediction of Targets in LOB
Nseindia_lob
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22
National Stock Exchange of India Limit Order Book Simulation
Apxr
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15
A platform for the testing and optimisation of trading algorithms.
Pyobsim
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8
A Python module for market simulation
Crobat
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7
Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
Jasa
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7
JASA is a high-performance auction simulator written in JAVA. It is designed for performing experiments in agent-based computational economics.
Axial Lob High Frequency Trading With Axial Attention
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7
Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'
Jlob
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6
L3 Order Book and Matching Engine Implementaion in Java
Limitorderbook
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6
Stock market predictions based on order books.
Lobster
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5
Limit order book (LOB) driven simultaneous time-series estimation in real-market-microstructure
Matching Engine Rs
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5
Building a fast matching engine in Rust for efficient processing of an ITCH order book.
Related Searches
Orderbook Limit Order Book (13)
Trading Limit Order Book (11)
1-28 of 28 search results
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