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  1. LOBS5_Prediction LOBS5_Prediction Public

    Forked from peernagy/LOBS5

    Using S5 to do LOB prediction for LOBSTER and Benchmark datasets.

    Jupyter Notebook 1

  2. KangOxford/AlphaTrade KangOxford/AlphaTrade Public

    JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading

    Jupyter Notebook 130 24

  3. peernagy/lob_bench peernagy/lob_bench Public

    Benchmarking library for generative models of Limit Order Book data (LOBSTER)

    Jupyter Notebook 22 4