Stars
Here are our insights and strategies from IMC Prosperity 4! We were #4 Globally and #1 Europe from 18,803 teams.
Deterministic single-user trading lab backend with REST+SSE, artifacts, risk models, benchmarks.
🧑🏫 60+ Implementations/tutorials of deep learning papers with side-by-side notes 📝; including transformers (original, xl, switch, feedback, vit, ...), optimizers (adam, adabelief, sophia, ...), ga…
VisualHFT is a WPF/C# desktop GUI that shows market microstructure in real time. You can track advanced limit‑order‑book dynamics and execution quality, then use its modular plugins to shape the an…
Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and o…
ABIDES: Agent-Based Interactive Discrete Event Simulation
A limit order book matching engine written in Julia
High-performance TensorFlow library for quantitative finance.
We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.
YSDA course in Natural Language Processing
mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-frequency trading problems such as market-making and optimal…
The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the ICAIF'24 conference.
A technical report on convolution arithmetic in the context of deep learning
Notes + Homeworks , Berkeley CS294-112 course in Deep Reinforcement Learning
Transformer Models for Long-Term Series Forecasting implemented by High-Flyer AI
A light-weight deep reinforcement learning framework for portfolio management. This project explores the possibility of applying deep reinforcement learning algorithms to stock trading in a highly …
Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, i…
Portfolio and risk analytics in Python
EPFL Machine Learning Course, Fall 2025
Notebooks for "Python for Signal Processing" book
A python library for portfolio optimization and index replication
An up-to-date platform listing all the hackathons happening across Europe
Implemented a LightLGM model 💫 capable of predicting the closing price movements for hundreds of NASDAQ listed stocks 🌱 using data from the order book & the closing auction for Optiver's Trading Co…