PyLOB, is a fully functioning fast simulation of a limit-order-book financial exchange, developed for modelling. The aim is to allow exploration of automated trading strategies that deal with "Level 2 ...

DeepMarket is a framework for performing Limit Order Book simulation with Deep Learning. ... it would be impossible to train a new model. The format of the data should be the same as LOBSTER: f"{year} ...

Zihao Zhang and Stefan Zohren design multi-horizon forecasting models for limit order book (LOB) data by using deep learning techniques. Unlike standard structures where a single prediction is made, ...

Through the partnership, users will be able to access deep historical order book data and run advanced models in a Python-native environment. In 2024, Optiver and CTC Venture Capital became the latest ...