We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.

Algo Library for Order Flow Inference and TCA

Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.

Reinforcement learning environment for trading

PhD research validating LLM understanding of market microstructure through obfuscation testing. Novel methodology proves LLMs detect dealer hedging constraints without temporal context. P#1: 71.5% detection, 91.2% accuracy

Fundamental package for quantitative finance with Python.

Sub-microsecond bare-metal execution engine with deterministic replay, lock-free order path, and hardware-timestamped latency measurement.

Reinforcement Learning for Execution & Portfolio Allocation -- open research repo using PPO/SAC with classical baselines (TWAP, VWAP, Almgren-Chriss). LGPL-3.0 Licensed. Contributions welcome.

Modular institutional-grade quant trading system using only OHLCV data. Includes TA signals, stats layer, and ML-ready features.

Non-Markovian Zero Intelligence LOB model

Quantifi Sogang

Council-ready simulator for the Symbolic Coherence Exchange Protocol (SCEP): issuance/burn dynamics, adversary modeling, amortized circuit breakers, seeded phase maps, and clean CSV exports.

Spectral Machine Learning for Market Microstructure: Fourier-Laplace Signal Decomposition for Alpha Discovery

Logistic‑Normal Actor‑Critic für optimale Trade‑Ausführung in einem realistischen Limit‑Order‑Book‑Simulator (Noise/Tactical/Strategic); PyTorch‑Training inkl. TWAP/SL‑Baselines & Evaluation.

Quantitative analysis of high-frequency trading data (tick-level cryptocurrency market microstructure). Includes data cleaning, distribution fitting, visualization, and HTML reporting.

High-performance quantitative trading simulator with real-time L2 orderbook data, AI market analysis, and advanced trade execution models

Early warning for BTC/ETH flash crashes using trade-only features (Binance 2021–2024). XGBoost; strict temporal splits; zero median false alerts/day on quiet periods.

📈 Automate your profits with this Polymarket arbitrage bot, designed to find and capitalize on binary betting opportunities efficiently.

High Frequency Jump Prediction Project

High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)