TRADES diffusion market simulation
ar5iv.labs.arxiv.orgTRADES is a diffusion-based generator of realistic limit-order-book market simulations for downstream trading research
- Published
- Jan 31, 2025
- Authors
- 3
Package / RESOURCE PROFILE
A utility for crawling historical and Real-time Quotes data of China stocks. (Last updated: 2024-08-27)
A utility for crawling historical and Real-time Quotes data of China stocks. (Last updated: 2024-08-27)
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TRADES is a diffusion-based generator of realistic limit-order-book market simulations for downstream trading research
Research, backtest and live trade multi-asset quantitative strategies on the world's leading open-source algorithmic trading platform, alongside 552,100 quants.
Commercial extension of VectorBT adding advanced analytics, live trading and data integrations.