AlphaUncommon
FinancialComputingUCL/LOBFrame
We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
- Owner
- FinancialComputingUCL (organization)
- Stars
- Stars: 259
- Forks
- Forks: 54
- Language
- Python
- License
- None
- Created
- 2024
- Topics
- deep-learningfinancial-marketshigh-frequency-datalimit-order-bookmarket-microstructureresearch-papereconophysics
- Tier
- Alpha (250 to 699 ★) What this tier means
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