Quantifi Sogang
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Updated
Jan 17, 2024 - Python
Quantifi Sogang
Reinforcement learning environment for trading
We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.
Pyro-based Probabilistic Programming Language for Market Microstructure Modeling
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