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1. DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books Public

   Forked from zcakhaa/DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books

   This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-201…

   Jupyter Notebook

2. SGX-Full-OrderBook-Tick-Data-Trading-Strategy SGX-Full-OrderBook-Tick-Data-Trading-Strategy Public

   Forked from rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy

   Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

   Jupyter Notebook

3. gym-continuousDoubleAuction gym-continuousDoubleAuction Public

   Forked from ChuaCheowHuan/gym-continuousDoubleAuction

   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.

   Jupyter Notebook

4. ML-HFT ML-HFT Public

   Forked from bradleyboyuyang/ML-HFT

   High frequency trading (HFT) strategies built for futures using machine learning and deep learning techniques

   Jupyter Notebook