matteoprata/LOBCAST
LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈
This project helps quantitative traders and financial researchers forecast stock market trends using detailed Limit Order Book (LOB) data. It takes raw or preprocessed LOB datasets, applies deep learning models, and outputs predictions about future stock price movements along with performance metrics and visualizations. The primary user is someone involved in algorithmic trading strategy development or academic financial modeling.
118 stars. No commits in the last 6 months.
Use this if you need a framework to develop, test, and benchmark deep learning models for predicting short-term stock price trends based on granular order book data.
Not ideal if you are looking for long-term investment advice, a ready-to-deploy trading bot, or do not have access to high-frequency Limit Order Book data.
Stars
118
Forks
32
Language
Python
License
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Category
Last pushed
May 09, 2024
Commits (30d)
0
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