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
Overview Smart beta has a broad meaning, but we can say in practice that when we use the universe of stocks from an index, and then apply some weighting scheme other than market cap weighting,…
Overview Smart beta has a broad meaning, but we can say in practice that when we use the universe of stocks from an index, and then apply some weighting scheme other than market cap weighting,…
Source: GitHub API · observed Oct 11, 2026. Stars and forks are recorded counts. Repository code licenses may differ from dataset or model-weight licenses.
References explain how this resource entered the collection. They do not represent an endorsement.
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.