Popular GitHub Repositories for Microstructure

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.

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

My quant portfolio leverages quantitative finance and data-driven insights to optimize investment strategies. Using advanced models, statistical analysis, and machine learning, I develop systematic trading strategies to capitalize on market inefficiencies and generate alpha.

A sophisticated multi-agent system designed for real-time market analysis of HTX (formerly Huobi) exchange data. This swarm combines specialized AI agents to provide deep market microstructure insights and trading analytics.

Generative model variational autoencoder (VAE) implementation for the predictions of phase separation in binary alloys

量化分析与西江大学

II-Researcher: a new open-source framework designed to aid building search / research agents

Real-time ML trading pipeline with 50-65% directional accuracy. Advanced microstructure features, dual LightGBM models, <200ms latency. Production-ready with 4,000+ predictions/day.