aaron-wheeler/MarketGPT
MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series
MarketGPT is a platform for financial market practitioners to simulate realistic trading scenarios. It takes historical order flow data and uses a specialized AI model to generate new, extended sequences of order messages. This allows financial analysts, quantitative researchers, and traders to test strategies, understand market dynamics, or build more robust simulations without relying solely on real-world data.
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Use this if you need to generate realistic, long sequences of financial market order flow to test trading strategies or simulate market behavior.
Not ideal if you are looking for real-time market prediction or a tool for direct trading execution rather than simulation.
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Jupyter Notebook
License
MIT
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Last pushed
Sep 05, 2025
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