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Title: GitHub - 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. · GitHub

Open Graph Title: GitHub - 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.

X Title: GitHub - 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.

Description: We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data. - FinancialComputingUCL/LOBFrame

Open Graph Description: We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data. - FinancialComputingUCL/LOBFrame

X Description: We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data. - FinancialComputingUCL/LOBFrame

Opengraph URL: https://github.com/FinancialComputingUCL/LOBFrame

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Deep Limit Order Book Forecastinghttps://arxiv.org/abs/2403.09267
HLOB - Information Persistence and Structure in Limit Order Bookshttps://arxiv.org/abs/2405.18938
Lucchese et al.https://www.sciencedirect.com/science/article/pii/S0169207024000062
Prata et al.https://arxiv.org/pdf/2308.01915.pdf
https://github.com/FinancialComputingUCL/LOBFrame#introduction
https://github.com/FinancialComputingUCL/LOBFrame#pre-requisites
https://github.com/FinancialComputingUCL/LOBFrame#data
LOBSTERhttps://lobsterdata.com
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https://github.com/FinancialComputingUCL/LOBFrame#preliminary-operations
Weights & Biaseshttps://wandb.ai/site
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HLOB - Structure and Persistence of Information in Limit Order Bookshttps://arxiv.org/abs/2405.18938
https://github.com/FinancialComputingUCL/LOBFrame#license
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