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
Repository / RESOURCE PROFILE
Realistic limit-order fill simulator for options credit/debit spreads with post-and-wait limits, stale-quote guards, deterministic same-bar tiebreaks, and a…
Realistic limit-order fill simulator for options credit/debit spreads with post-and-wait limits, stale-quote guards, deterministic same-bar tiebreaks, and a…
Source: GitHub API · observed Oct 11, 2026. Stars and forks are recorded counts. Repository code licenses may differ from dataset or model-weight licenses.
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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.