Pinned Repositories
croc-gen.github.io
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-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.
order_book_visualization
Dinamically visualizing Binance order books and computing imbalance score in real time.
quickfix
FIX Protocol library implemented in Go
translob
Transformers for limit order books
unfiltered
A toolkit for servicing HTTP requests in Scala
croc-gen's Repositories
croc-gen/croc-gen.github.io
croc-gen/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-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.
croc-gen/order_book_visualization
Dinamically visualizing Binance order books and computing imbalance score in real time.
croc-gen/quickfix
FIX Protocol library implemented in Go
croc-gen/translob
Transformers for limit order books
croc-gen/unfiltered
A toolkit for servicing HTTP requests in Scala